A nonlinear Kolmogorov equation for stochastic functional delay differential equations with jumps (Q2410984)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A nonlinear Kolmogorov equation for stochastic functional delay differential equations with jumps |
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A nonlinear Kolmogorov equation for stochastic functional delay differential equations with jumps (English)
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20 October 2017
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stochastic delay differential equations
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quadratic variation
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Lévy processes
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Feynman-Kac formula
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mild solution
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