BSDE, path-dependent PDE and nonlinear Feynman-Kac formula (Q2629534)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | BSDE, path-dependent PDE and nonlinear Feynman-Kac formula |
scientific article |
Statements
BSDE, path-dependent PDE and nonlinear Feynman-Kac formula (English)
0 references
6 July 2016
0 references
path-dependent PDEs
0 references
backward stochastic differential equations
0 references
nonlinear Feynman-Kac formula
0 references
0 references
0 references
0 references
0 references
