Feynman-Kac theorem in random environments and partial integro-differential equations (Q2408780)
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scientific article; zbMATH DE number 6791055
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| English | Feynman-Kac theorem in random environments and partial integro-differential equations |
scientific article; zbMATH DE number 6791055 |
Statements
Feynman-Kac theorem in random environments and partial integro-differential equations (English)
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13 October 2017
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Feynman-Kac theorem
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PIDE
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random environment
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regime switching
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exponential Lévy model
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0.7770292162895203
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0.7560631632804871
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0.7518588900566101
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0.742533266544342
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0.7383239269256592
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