A stochastic approach to a multivalued Dirichlet-Neumann problem (Q980999)
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English | A stochastic approach to a multivalued Dirichlet-Neumann problem |
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A stochastic approach to a multivalued Dirichlet-Neumann problem (English)
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8 July 2010
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backward stochastic differential equations
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Feynman-Kaç formula
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mixed boundary conditions
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