BSDEs with diffusion constraint and viscous Hamilton-Jacobi equations with unbounded data (Q1700380)
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| English | BSDEs with diffusion constraint and viscous Hamilton-Jacobi equations with unbounded data |
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BSDEs with diffusion constraint and viscous Hamilton-Jacobi equations with unbounded data (English)
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5 March 2018
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backward stochastic differential equation (BSDE)
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randomization
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viscous Hamilton-Jacobi equation
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deterministic KPZ equation
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nonlinear Feynman-Kac formula
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