Generalized Feynman-Kac formula under volatility uncertainty (Q6184921)

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scientific article; zbMATH DE number 7796463
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Generalized Feynman-Kac formula under volatility uncertainty
scientific article; zbMATH DE number 7796463

    Statements

    title
    Generalized Feynman-Kac formula under volatility uncertainty (English)
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    author
    Bahar Akhtari
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    Francesca Biagini
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    Andrea Mazzon
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    Katharina Oberpriller
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    publication date
    29 January 2024
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    zbMATH Keywords
    Feynmac-Kac formula
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    sublinear conditional expectation
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    nonlinear PDEs
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    Identifiers

    arXiv ID
    2012.08163
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    Mathematics Subject Classification ID
    35R60
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    35D40
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    35K55
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    60G65
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    60H30
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    zbMATH DE Number
    7796463
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    OpenAlex ID
    W3113064783
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