Viscosity solutions of obstacle problems for fully nonlinear path-dependent PDEs (Q1679471): Difference between revisions
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scientific article
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English | Viscosity solutions of obstacle problems for fully nonlinear path-dependent PDEs |
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Viscosity solutions of obstacle problems for fully nonlinear path-dependent PDEs (English)
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9 November 2017
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path-dependent PDEs
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viscosity solutions
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reflected backward stochastic differential equations
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variational inequalities
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