A stochastic approach to path-dependent nonlinear Kolmogorov equations via BSDEs with time-delayed generators and applications to finance (Q2301492)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A stochastic approach to path-dependent nonlinear Kolmogorov equations via BSDEs with time-delayed generators and applications to finance |
scientific article |
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A stochastic approach to path-dependent nonlinear Kolmogorov equations via BSDEs with time-delayed generators and applications to finance (English)
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24 February 2020
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path-dependent partial differential equations
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viscosity solutions
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Feynman-Kac formula
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backward stochastic differential equations
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time-delayed generators
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