Asymptotic expansion for forward-backward SDEs with jumps (Q5086422)
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scientific article; zbMATH DE number 7553362
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic expansion for forward-backward SDEs with jumps |
scientific article; zbMATH DE number 7553362 |
Statements
Asymptotic expansion for forward-backward SDEs with jumps (English)
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5 July 2022
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BSDE
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jumps
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random measure
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asymptotic expansion
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Lévy process
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