Asymptotics for FBSDES with Jumps and Connections with Partial Integral Differential Equations (Q2832852)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotics for FBSDES with Jumps and Connections with Partial Integral Differential Equations |
scientific article |
Statements
Asymptotics for FBSDES with Jumps and Connections with Partial Integral Differential Equations (English)
0 references
15 November 2016
0 references
FBSDEs with jumps
0 references
viscosity solutions
0 references
partial-integral differential equations
0 references
large deviations principles
0 references
