Feynman-Kac formula for BSDEs with jumps and time delayed generators associated to path-dependent nonlinear Kolmogorov equations (Q6095317)
From MaRDI portal
scientific article; zbMATH DE number 7735330
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Feynman-Kac formula for BSDEs with jumps and time delayed generators associated to path-dependent nonlinear Kolmogorov equations |
scientific article; zbMATH DE number 7735330 |
Statements
Feynman-Kac formula for BSDEs with jumps and time delayed generators associated to path-dependent nonlinear Kolmogorov equations (English)
0 references
7 September 2023
0 references
Feynman-Kac formula
0 references
jump-diffusion
0 references
delay
0 references
nonlinear BSDE
0 references
0 references
0 references
0 references
0 references
0 references
