Forward-backward stochastic differential equations and PDE with gradient dependent second order coefficients (Q5429574): Difference between revisions
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Property / cites work: Backward-forward stochastic differential equations / rank | |||
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Property / cites work: On the existence and uniqueness of solutions to FBSDEs in a non-degenerate case. / rank | |||
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Property / cites work: A forward-backward stochastic algorithm for quasi-linear PDEs / rank | |||
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Property / cites work: Solving forward-backward stochastic differential equations explicitly -- a four step scheme / rank | |||
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Property / cites work: Forward-backward stochastic differential equations and their applications / rank | |||
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Property / cites work: Q4379369 / rank | |||
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Property / cites work: Forward-backward stochastic differential equations and quasilinear parabolic PDEs / rank | |||
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Revision as of 12:44, 27 June 2024
scientific article; zbMATH DE number 5216854
Language | Label | Description | Also known as |
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English | Forward-backward stochastic differential equations and PDE with gradient dependent second order coefficients |
scientific article; zbMATH DE number 5216854 |
Statements
Forward-backward stochastic differential equations and PDE with gradient dependent second order coefficients (English)
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30 November 2007
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forward-backward stochastic differential equations
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partial differential equations
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