The obstacle problem for semilinear parabolic partial integro-differential equations (Q5496375)
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scientific article; zbMATH DE number 6393655
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The obstacle problem for semilinear parabolic partial integro-differential equations |
scientific article; zbMATH DE number 6393655 |
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The obstacle problem for semilinear parabolic partial integro-differential equations (English)
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30 January 2015
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partial parabolic integro-differential equations
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reflected backward stochastic differential equations
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Feynman-Kac formula
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jump diffusion processes
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obstacle problem
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stochastic flow
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portfolio processes
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