Reflected forward–backward stochastic differential equations and related PDEs (Q2821913)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Reflected forward–backward stochastic differential equations and related PDEs |
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Reflected forward–backward stochastic differential equations and related PDEs (English)
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26 September 2016
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forward-backward stochastic differential equations
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reflection
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quasilinear parabolic PDE
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viscosity solutions
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comparison theorem
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