Backward stochastic differential equations and integral-partial differential equations (Q3128079): Difference between revisions
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Latest revision as of 23:01, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Backward stochastic differential equations and integral-partial differential equations |
scientific article |
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Backward stochastic differential equations and integral-partial differential equations (English)
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14 December 1997
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backward stochastic differential equation
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jump diffusion processes
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viscosity solutions of partial differential equations
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