Pages that link to "Item:Q4818631"

The following pages link to Non-linear degenerate integro-partial differential evolution equations related to geometric Lévy processes and applications to backward stochastic differential equations (Q4818631):

Displaying 9 items.

• Finite difference scheme for one nonlinear parabolic integro-differential equation (Q336013) (← links)
• Asymptotics for large time of solutions to nonlinear system associated with the penetration of a magnetic field into a substance. (Q622871) (← links)
• Error estimates for approximate solutions to Bellman equations associated with controlled jump-diffusions (Q943366) (← links)
• Large time behavior of solutions and finite difference scheme to a nonlinear integro-differential equation (Q971549) (← links)
• Uniqueness for integro-PDE in Hilbert spaces (Q1935429) (← links)
• Stochastic control problems for systems driven by normal martingales (Q2426608) (← links)
• Obstacle problem for nonlinear integro-differential equations arising in option pricing (Q2467933) (← links)
• Large time behavior of solutions to a nonlinear integro-differential system (Q2518306) (← links)
• The Minimal Entropy Martingale Measure and Numerical Option Pricing for the Barndorff–Nielsen–Shephard Stochastic Volatility Model (Q3182399) (← links)