Feynman–Kac formulas for regime-switching jump diffusions and their applications (Q2804019)
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scientific article; zbMATH DE number 6574567
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| English | Feynman–Kac formulas for regime-switching jump diffusions and their applications |
scientific article; zbMATH DE number 6574567 |
Statements
Feynman–Kac formulas for regime-switching jump diffusions and their applications (English)
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27 April 2016
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regime-switching jump-diffusions
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Feynman-Kac formula
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Poisson random measure
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Lévy process
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weak convergence
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arcsine law
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partial integro-differential equations
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0.93008053
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0.90765715
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0.90483266
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0.8996499
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0.89877796
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0.89648306
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0.89577144
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0.89572453
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0.8935763
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