BSDE, path-dependent PDE and nonlinear Feynman-Kac formula (Q2629534)

From MaRDI portal
Revision as of 07:19, 12 July 2024 by ReferenceBot (talk | contribs) (β€ŽChanged an Item)
(diff) ← Older revision | Latest revision (diff) | Newer revision β†’ (diff)
scientific article
Language Label Description Also known as
English
BSDE, path-dependent PDE and nonlinear Feynman-Kac formula
scientific article

    Statements

    BSDE, path-dependent PDE and nonlinear Feynman-Kac formula (English)
    0 references
    0 references
    0 references
    6 July 2016
    0 references
    0 references
    0 references
    0 references
    0 references
    path-dependent PDEs
    0 references
    backward stochastic differential equations
    0 references
    nonlinear Feynman-Kac formula
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references