Integral equation characterization of the Feynman-Kac formula for a regime-switching diffusion (Q2211247)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Integral equation characterization of the Feynman-Kac formula for a regime-switching diffusion |
scientific article |
Statements
Integral equation characterization of the Feynman-Kac formula for a regime-switching diffusion (English)
0 references
10 November 2020
0 references
Cauchy problem
0 references
Feynman-Kac
0 references
regime-switching
0 references
integral equation
0 references
contraction mapping
0 references
0 references
0 references
