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Latest revision as of 13:33, 15 July 2024

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Itô's calculus under sublinear expectations via regularity of PDEs and rough paths
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    Itô's calculus under sublinear expectations via regularity of PDEs and rough paths (English)
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    27 April 2018
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    fully nonlinear PDEs
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    martingale problem
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    nonlinear expectation
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    stochastic integral
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    Itô's formula
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    rough path theory
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