Path-dependent backward stochastic Volterra integral equations with jumps, differentiability and duality principle (Q2296114)
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scientific article; zbMATH DE number 7168371
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| English | Path-dependent backward stochastic Volterra integral equations with jumps, differentiability and duality principle |
scientific article; zbMATH DE number 7168371 |
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Path-dependent backward stochastic Volterra integral equations with jumps, differentiability and duality principle (English)
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17 February 2020
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path-dependent backward stochastic Volterra integral equation
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jump diffusion
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path-differentiability
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duality principle
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comparison theorem
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functional Itô formula
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dynamic coherent risk measure
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0.8491190075874329
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0.8387990593910217
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0.8239642381668091
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0.8180110454559326
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