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scientific article
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scientific article

    Statements

    author
    Etienne Pardoux
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    Shige Peng
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    publication date
    28 March 1993
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    zbMATH Keywords
    parabolic partial differential equation
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    Feynman-Kac formula
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    Wiener space
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    diffusion process
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    backward stochastic differential equation
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    generalized Feynman-Kac formula
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    Identifiers

    zbMATH DE Number
    140601
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