Second-order backward stochastic differential equations and fully nonlinear parabolic PDEs (Q3445514)

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Second-order backward stochastic differential equations and fully nonlinear parabolic PDEs
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    Second-order backward stochastic differential equations and fully nonlinear parabolic PDEs (English)
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    11 June 2007
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    second-order backward stochastic differential equations
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    fully nonlinear parabolic partial differential equations
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    existence and uniqueness
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    theory of viscosity solutions
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    stochastic representation
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    Monte Carlo methods
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