Gâteaux type path-dependent PDEs and BSDEs with Gaussian forward processes (Q5065042)
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scientific article; zbMATH DE number 7492882
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Gâteaux type path-dependent PDEs and BSDEs with Gaussian forward processes |
scientific article; zbMATH DE number 7492882 |
Statements
Gâteaux type path-dependent PDEs and BSDEs with Gaussian forward processes (English)
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18 March 2022
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Gaussian processes
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Volterra processes
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path-dependent PDEs
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decoupled mild solutions
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backward SDEs
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