BSDEs with jumps and path-dependent parabolic integro-differential equations (Q2515975)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | BSDEs with jumps and path-dependent parabolic integro-differential equations |
scientific article |
Statements
BSDEs with jumps and path-dependent parabolic integro-differential equations (English)
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7 August 2015
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backward stochastic differential equations
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jump-diffusion processes
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Itō integral
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path-dependent parabolic integro-differential equations
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