Path-dependent backward stochastic Volterra integral equations with jumps, differentiability and duality principle (Q2296114)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Path-dependent backward stochastic Volterra integral equations with jumps, differentiability and duality principle |
scientific article |
Statements
Path-dependent backward stochastic Volterra integral equations with jumps, differentiability and duality principle (English)
0 references
17 February 2020
0 references
path-dependent backward stochastic Volterra integral equation
0 references
jump diffusion
0 references
path-differentiability
0 references
duality principle
0 references
comparison theorem
0 references
functional Itô formula
0 references
dynamic coherent risk measure
0 references
