The obstacle problem for semilinear parabolic partial integro-differential equations
DOI10.1142/S0219493715500070zbMath1322.60132arXiv1307.0875OpenAlexW2963799250MaRDI QIDQ5496375
Chao Zhou, Wissal Sabbagh, Anis Matoussi
Publication date: 30 January 2015
Published in: Stochastics and Dynamics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1307.0875
Feynman-Kac formulaobstacle problemstochastic flowjump diffusion processesreflected backward stochastic differential equationsportfolio processespartial parabolic integro-differential equations
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