Backward stochastic differential equations with Markov chains and associated PDEs (Q2232204)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Backward stochastic differential equations with Markov chains and associated PDEs |
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Backward stochastic differential equations with Markov chains and associated PDEs (English)
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4 October 2021
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backward stochastic differential equations
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partial differential equations
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Markov chains
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Sobolev weak solutions
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