Decoupled Mild Solutions of Path-Dependent PDEs and Integro PDEs Represented by BSDEs Driven by Cadlag Martingales
Crossref DOI link: https://doi.org/10.1007/s11118-019-09775-x
Published Online: 2019-03-20
Published Print: 2020-08
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Barrasso, Adrien
Russo, Francesco
Text and Data Mining valid from 2019-03-20
Version of Record valid from 2019-03-20
Article History
Received: 24 June 2018
Accepted: 8 March 2019
First Online: 20 March 2019