Second order BSDEs with jumps: existence and probabilistic representation for fully-nonlinear PIDEs (Q2515932)
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scientific article; zbMATH DE number 6471543
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| English | Second order BSDEs with jumps: existence and probabilistic representation for fully-nonlinear PIDEs |
scientific article; zbMATH DE number 6471543 |
Statements
Second order BSDEs with jumps: existence and probabilistic representation for fully-nonlinear PIDEs (English)
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7 August 2015
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backward stochastic differential equations
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partial integro-differential equations
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model uncertainty
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viscosity solutions
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Feynman-Kac formula
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0.8351932764053345
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0.81022047996521
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0.8017663955688477
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0.8017663359642029
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0.7992000579833984
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