Asymptotics for FBSDES with Jumps and Connections with Partial Integral Differential Equations

DOI10.1007/978-3-319-32144-8_5zbMath1349.35388OpenAlexW2502747388MaRDI QIDQ2832852

André de Oliveira Gomes

Publication date: 15 November 2016

Published in: From Particle Systems to Partial Differential Equations III (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-319-32144-8_5

zbMATH Keywords

viscosity solutionslarge deviations principlesFBSDEs with jumpspartial-integral differential equations

Mathematics Subject Classification ID

Integro-partial differential equations (35R09)

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