Backward stochastic differential equations and partial differential equations with quadratic growth. (Q1872517)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Backward stochastic differential equations and partial differential equations with quadratic growth. |
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Backward stochastic differential equations and partial differential equations with quadratic growth. (English)
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6 May 2003
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backward stochastic differential equations
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comparison principle
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semilinear partial differential equations
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viscosity solutions
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Feynman-Kac formula
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