Pages that link to "Item:Q6095317"
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The following pages link to Feynman-Kac formula for BSDEs with jumps and time delayed generators associated to path-dependent nonlinear Kolmogorov equations (Q6095317):
Displaying 6 items.
- A Feynman-Kac result via Markov BSDEs with generalised drivers (Q2278678) (← links)
- A stochastic approach to path-dependent nonlinear Kolmogorov equations via BSDEs with time-delayed generators and applications to finance (Q2301492) (← links)
- Nonlinear Feynman-Kac formula and discrete-functional-type BSDEs with continuous coeffi\-cients (Q2485765) (← links)
- BSDEs with jumps and path-dependent parabolic integro-differential equations (Q2515975) (← links)
- BSDE, path-dependent PDE and nonlinear Feynman-Kac formula (Q2629534) (← links)
- Feynman–Kac formulas for regime-switching jump diffusions and their applications (Q2804019) (← links)