A probabilistic characterization of g-harmonic functions (Q2335198)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A probabilistic characterization of g-harmonic functions |
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A probabilistic characterization of g-harmonic functions (English)
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14 November 2019
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BSDE
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g-martingale
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g-harmonic function
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nonlinear Feynman-Kac formula
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viscosity solution
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