Decoupled mild solutions of path-dependent PDEs and integro PDEs represented by BSDEs driven by cadlag martingales (Q778789)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Decoupled mild solutions of path-dependent PDEs and integro PDEs represented by BSDEs driven by cadlag martingales |
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Decoupled mild solutions of path-dependent PDEs and integro PDEs represented by BSDEs driven by cadlag martingales (English)
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20 July 2020
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decoupled mild solutions
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martingale problem
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cadlag martingale
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path-dependent PDEs
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backward stochastic differential equation
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identification problem
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