Locally Lipschitz BSDE with jumps and related Kolmogorov equation (Q5038448)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 7595267
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Locally Lipschitz BSDE with jumps and related Kolmogorov equation |
scientific article; zbMATH DE number 7595267 |
Statements
Locally Lipschitz BSDE with jumps and related Kolmogorov equation (English)
0 references
30 September 2022
0 references
backward stochastic differential equations
0 references
jump Markov process
0 references
random measure
0 references
Kolmogorov equation
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0.8294013738632202
0 references
0.8222255706787109
0 references
0.8122109174728394
0 references
0.8108025193214417
0 references
0.8103921413421631
0 references
