Path-dependent BSDEs with jumps and their connection to PPIDEs (Q4975316)
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scientific article; zbMATH DE number 6756833
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| default for all languages | No label defined |
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| English | Path-dependent BSDEs with jumps and their connection to PPIDEs |
scientific article; zbMATH DE number 6756833 |
Statements
Path-dependent BSDEs with jumps and their connection to PPIDEs (English)
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4 August 2017
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path-dependent backward stochastic differential equations
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jump diffusion
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path-dependent partial integro-differential equations
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functional Feynman-Kac theorem
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path-differentiability
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viscosity solution
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functional Itô formula
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0.8658771514892578
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0.8075172901153564
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0.8013688921928406
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0.7977020740509033
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0.7931064367294312
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