Classification of Lévy processes with parabolic Kolmogorov backward equations (Q2821763)
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scientific article; zbMATH DE number 6629344
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Classification of Lévy processes with parabolic Kolmogorov backward equations |
scientific article; zbMATH DE number 6629344 |
Statements
23 September 2016
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Lévy processes
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PIDEs
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symbol of a Lévy process
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weak solutions
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parabolic evolution equation
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Sobolev-Slobodeckii spaces
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Galerkin method
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option pricing
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Classification of Lévy processes with parabolic Kolmogorov backward equations (English)
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