A note on probabilistic interpretation for quasilinear mixed boundary problems (Q1389950): Difference between revisions

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+Optimal control of diffustion processes and hamilton-jacobi-bellman equations part I: the dynamic programming principle and application
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+Stochastic differential equations with reflecting boundary conditions
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+Adapted solution of a backward stochastic differential equation
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+Probabilistic interpretation for systems of quasilinear parabolic partial differential equations
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+https://doi.org/10.1007/bf00133343
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