Second order BSDEs with jumps: existence and probabilistic representation for fully-nonlinear PIDEs (Q2515932)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Second order BSDEs with jumps: existence and probabilistic representation for fully-nonlinear PIDEs |
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Second order BSDEs with jumps: existence and probabilistic representation for fully-nonlinear PIDEs |
scientific article |
Statements
Second order BSDEs with jumps: existence and probabilistic representation for fully-nonlinear PIDEs (English)
0 references
7 August 2015
0 references
backward stochastic differential equations
0 references
partial integro-differential equations
0 references
model uncertainty
0 references
viscosity solutions
0 references
Feynman-Kac formula
0 references
0.8351932764053345
0 references
0.81022047996521
0 references
0.8017663955688477
0 references
0.8017663359642029
0 references
0.7992000579833984
0 references
