BSDEs with jumps and path-dependent parabolic integro-differential equations

DOI10.1007/s11401-015-0917-5zbMath1325.60098OpenAlexW1898927915MaRDI QIDQ2515975

Falei Wang

Publication date: 7 August 2015

Published in: Chinese Annals of Mathematics. Series B (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11401-015-0917-5

zbMATH Keywords

backward stochastic differential equationsjump-diffusion processesItō integralpath-dependent parabolic integro-differential equations

Mathematics Subject Classification ID

Related Items (4)

Survey on path-dependent PDEs ⋮ Path-dependent backward stochastic Volterra integral equations with jumps, differentiability and duality principle ⋮ \(L^p\) solutions for multidimensional BDSDEs with locally weak monotonicity coefficients ⋮ Path-dependent BSDEs with jumps and their connection to PPIDEs

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