Non-linear degenerate integro-partial differential evolution equations related to geometric Lévy processes and applications to backward stochastic differential equations (Q4818631)

From MaRDI portal
Revision as of 21:22, 17 January 2024 by Daniel (talk | contribs) (‎Created claim: Wikidata QID (P12): Q115296002, #quickstatements; #temporary_batch_1705521228510)
scientific article; zbMATH DE number 2104336
Language Label Description Also known as
English
Non-linear degenerate integro-partial differential evolution equations related to geometric Lévy processes and applications to backward stochastic differential equations
scientific article; zbMATH DE number 2104336

    Statements

    Non-linear degenerate integro-partial differential evolution equations related to geometric Lévy processes and applications to backward stochastic differential equations (English)
    0 references
    29 September 2004
    0 references
    Integro-partial differential equations
    0 references
    viscosity solutions
    0 references
    comparison principles
    0 references
    Lévy processes
    0 references
    backward stochastic differential equations
    0 references
    option pricing
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references