"A Stochastic Representation for Nonlocal Parabolic PDEs with Applications."

Min Dai, Steven Kou, Chen Yang (2022)

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DOI: 10.1287/MOOR.2020.1061

access: closed

type: Journal Article

metadata version: 2023-08-28

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Min Dai, Steven Kou, Chen Yang:
A Stochastic Representation for Nonlocal Parabolic PDEs with Applications. Math. Oper. Res. 47(3): 1707-1730 (2022)

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