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Integro-partial differential equations with singular terminal condition - MaRDI portal

Integro-partial differential equations with singular terminal condition

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Publication:6271865

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DOI10.1016/j.na.2017.01.012zbMath1515.35302arXiv1603.07907MaRDI QIDQ6271865

Alexandre Popier

Publication date: 25 March 2016

Mathematics Subject Classification ID

Applications of stochastic analysis (to PDEs, etc.) (60H30) Stochastic processes (60G99) Viscosity solutions to PDEs (35D40) Integro-partial differential equations (35R09)

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