Integral equation characterization of the Feynman-Kac formula for a regime-switching diffusion (Q2211247)
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| English | Integral equation characterization of the Feynman-Kac formula for a regime-switching diffusion |
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Integral equation characterization of the Feynman-Kac formula for a regime-switching diffusion (English)
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10 November 2020
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Cauchy problem
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Feynman-Kac
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regime-switching
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integral equation
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contraction mapping
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0.8158789277076721
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0.804972231388092
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0.7560631632804871
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0.7550249695777893
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