A probabilistic interpretation of the divergence and BSDE's. (Q2574533)
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English | A probabilistic interpretation of the divergence and BSDE's. |
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A probabilistic interpretation of the divergence and BSDE's. (English)
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29 November 2005
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backward stochastic differential equations
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forward-backward martingale decomposition
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divergence form elliptic operators
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nonlinear parabolic equations
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Dirichlet spaces
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