Pages that link to "Item:Q331363"

The following pages link to A Feynman-Kac-type formula for Lévy processes with discontinuous killing rates (Q331363):

Displaying 8 items.

• Fluctuations of Omega-killed spectrally negative Lévy processes (Q1615891) (← links)
• Markov-modulated affine processes (Q2080289) (← links)
• Computing credit valuation adjustment solving coupled PIDEs in the Bates model (Q2221460) (← links)
• Deep ReLU network expression rates for option prices in high-dimensional, exponential Lévy models (Q2238770) (← links)
• Stochastic representations for solutions to parabolic Dirichlet problems for nonlocal Bellman equations (Q2299580) (← links)
• The inverse first passage time problem for killed Brownian motion (Q2657909) (← links)
• A finite elements approach for spread contract valuation via associated two-dimensional PIDE (Q2685272) (← links)
• Classification of Lévy Processes with Parabolic Kolmogorov Backward Equations (Q2821763) (← links)