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ArticleFeynman-Kac Representation of Fully Nonlinear PDEs and Applications

Huyên Pham2015

OA

Articlegreen2015

Feynman-Kac Representation of Fully Nonlinear PDEs and Applications

20 citations·0/0 files stored·Acta Mathematica Vietnamica

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Stochastic processes and financial applications Nonlinear Partial Differential Equations Fuzzy Systems and Optimization

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References

2016Numerical solution of stochastic differential equations 2001Valuing American Options by Simulation: A Simple Least-Squares Approach 2005Controlled Markov Processes and Viscosity Solutions 1990Adapted solution of a backward stochastic differential equation 1997Backward Stochastic Differential Equations in Finance 2009Continuous-time Stochastic Control and Optimization with Financial Applications 2005Backward stochastic differential equations and quasilinear parabolic partial differential equations 2000Backward stochastic differential equations and partial differential equations with quadratic growth

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Year2015

Typearticle

Published2015-05-29

VenueActa Mathematica Vietnamica

ISSN-L0251-4184

Languageen

Citations20

Files0 public / 0

ShelfStochastic processes and financial applications

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doi10.1007/s40306-015-0128-x

openalex_workW1576861397

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