Predictable representation for time inhomogeneous Lévy processes and BSDEs (Q2322283)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Predictable representation for time inhomogeneous Lévy processes and BSDEs |
scientific article |
Statements
Predictable representation for time inhomogeneous Lévy processes and BSDEs (English)
0 references
4 September 2019
0 references
predictable representation theorem
0 references
non-homogeneous Lévy process
0 references
BSDE
0 references
partial integro-differential equations
0 references
0 references
0 references
0 references