A Feynman-Kac-type formula for Lévy processes with discontinuous killing rates (Q331363)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: A Feynman-Kac-type formula for Lévy processes with discontinuous killing rates |
scientific article; zbMATH DE number 6644329
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Feynman-Kac-type formula for Lévy processes with discontinuous killing rates |
scientific article; zbMATH DE number 6644329 |
Statements
A Feynman-Kac-type formula for Lévy processes with discontinuous killing rates (English)
0 references
27 October 2016
0 references
time-inhomogeneous Lévy process
0 references
Feynman-Kac representation
0 references
partial integro-differential equation
0 references
killing rate
0 references
weak solution
0 references
variational solution
0 references
parabolic evolution equation
0 references
pseudo-differential equation
0 references
nonlocal operator
0 references
fractional Laplace operator
0 references
Sobolev-Slobodeckii spaces
0 references
option pricing
0 references
Laplace transform
0 references
occupation time
0 references
employee option
0 references
Galerkin method
0 references
0 references
0 references
0 references
0 references
0 references
0 references
