Asymptotics for FBSDES with jumps and connections with partial integral differential equations (Q2832852)
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scientific article; zbMATH DE number 6652899
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| English | Asymptotics for FBSDES with jumps and connections with partial integral differential equations |
scientific article; zbMATH DE number 6652899 |
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Asymptotics for FBSDES with Jumps and Connections with Partial Integral Differential Equations (English)
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15 November 2016
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FBSDEs with jumps
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viscosity solutions
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partial-integral differential equations
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large deviations principles
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0.7894896864891052
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0.7865036725997925
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0.7865036129951477
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0.772790789604187
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