Feynman-Kac formula for BSDEs with jumps and time delayed generators associated to path-dependent nonlinear Kolmogorov equations
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Publication:6095317
DOI10.1007/s00030-023-00879-3zbMath1523.35312arXiv2209.06097MaRDI QIDQ6095317
Adrian Zalinescu, Matteo Garbelli, Luca Di Persio
Publication date: 7 September 2023
Published in: NoDEA. Nonlinear Differential Equations and Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2209.06097
Processes with independent increments; Lévy processes (60G51) Applications of stochastic analysis (to PDEs, etc.) (60H30) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60)
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