Generalized Feynman-Kac formula under volatility uncertainty (Q6184921)
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scientific article; zbMATH DE number 7796463
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Generalized Feynman-Kac formula under volatility uncertainty |
scientific article; zbMATH DE number 7796463 |
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Generalized Feynman-Kac formula under volatility uncertainty (English)
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29 January 2024
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Feynmac-Kac formula
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sublinear conditional expectation
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nonlinear PDEs
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