Viscosity solutions for second order integro-differential equations without monotonicity condition: the probabilistic approach (Q2804564)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Viscosity solutions for second order integro-differential equations without monotonicity condition: the probabilistic approach |
scientific article |
Statements
Viscosity solutions for second order integro-differential equations without monotonicity condition: the probabilistic approach (English)
0 references
4 May 2016
0 references
partial integro-differential equations
0 references
backward stochastic differential equations
0 references
jumps
0 references
viscosity solutions
0 references
non-local terms
0 references
