BSDEs with jumps and path-dependent parabolic integro-differential equations (Q2515975)
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scientific article; zbMATH DE number 6471617
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| English | BSDEs with jumps and path-dependent parabolic integro-differential equations |
scientific article; zbMATH DE number 6471617 |
Statements
BSDEs with jumps and path-dependent parabolic integro-differential equations (English)
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7 August 2015
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backward stochastic differential equations
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jump-diffusion processes
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Itō integral
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path-dependent parabolic integro-differential equations
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0.8658771514892578
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0.8231911063194275
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0.8231907486915588
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0.8230615854263306
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0.820731520652771
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