NonMarkovian Formula
The article extends the FeynmanKac formula to nonMarkovian settings, providing a mathematical framework for complex memory effects in stochastic processes and financial derivatives pricing.
Featured in No. 81 on 8 Jan 2025 · 6 days after release
- Released
- 2 Jan 2025
- First featured
- No. 81 · 8 Jan 2025
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 24
- Identifier
- SSRN 5080431
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