Feynman–Kac formulas for regime-switching jump diffusions and their applications (Q2804019)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Feynman–Kac formulas for regime-switching jump diffusions and their applications |
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Feynman–Kac formulas for regime-switching jump diffusions and their applications (English)
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27 April 2016
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regime-switching jump-diffusions
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Feynman-Kac formula
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Poisson random measure
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Lévy process
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weak convergence
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arcsine law
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partial integro-differential equations
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