Feynman-Kac formula for BSDEs with jumps and time delayed generators associated to path-dependent nonlinear Kolmogorov equations (Q6095317)
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scientific article; zbMATH DE number 7735330
Language | Label | Description | Also known as |
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English | Feynman-Kac formula for BSDEs with jumps and time delayed generators associated to path-dependent nonlinear Kolmogorov equations |
scientific article; zbMATH DE number 7735330 |
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Feynman-Kac formula for BSDEs with jumps and time delayed generators associated to path-dependent nonlinear Kolmogorov equations (English)
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7 September 2023
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Feynman-Kac formula
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jump-diffusion
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delay
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nonlinear BSDE
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