Path dependent Feynman–Kac formula for forward backward stochastic Volterra integral equations-Reference-Cited by-同舟云学术

Path dependent Feynman–Kac formula for forward backward stochastic Volterra integral equations

Published:2022-05-01 Issue:2 Volume:58 Page:
ISSN:0246-0203
Container-title:Annales de l'Institut Henri Poincaré, Probabilités et Statistiques
language:
Short-container-title:Ann. Inst. H. Poincaré Probab. Statist.

Author:

Wang Hanxiao¹,Yong Jiongmin²,Zhang Jianfeng³

Affiliation:

1. Department of Mathematics, National University of Singapore, Singapore 119076, Singapore

2. Department of Mathematics, University of Central Florida, Orlando, FL 32816, USA

3. Department of Mathematics, University of Southern California, Los Angeles, CA 90089, USA

Publisher

Institute of Mathematical Statistics

Subject

Statistics, Probability and Uncertainty,Statistics and Probability

Reference75 articles.

5. A. Barrasso and F. Russo Gâteaux type path-dependent PDEs and BSDEs with Gaussian forward processes. Preprint. Available at arXiv:1907.13366.

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