Non-linear degenerate integro-partial differential evolution equations related to geometric Lévy processes and applications to backward stochastic differential equations (Q4818631)
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scientific article; zbMATH DE number 2104336
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Non-linear degenerate integro-partial differential evolution equations related to geometric Lévy processes and applications to backward stochastic differential equations |
scientific article; zbMATH DE number 2104336 |
Statements
Non-linear degenerate integro-partial differential evolution equations related to geometric Lévy processes and applications to backward stochastic differential equations (English)
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29 September 2004
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Integro-partial differential equations
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viscosity solutions
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comparison principles
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Lévy processes
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backward stochastic differential equations
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option pricing
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