Semi-linear backward stochastic integral partial differential equations driven by a Brownian motion and a Poisson point process (Q2356554)
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| English | Semi-linear backward stochastic integral partial differential equations driven by a Brownian motion and a Poisson point process |
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Semi-linear backward stochastic integral partial differential equations driven by a Brownian motion and a Poisson point process (English)
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30 July 2015
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backward stochastic integral partial differential equations
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Poisson point process
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Brownian motion
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stochastic flow
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Itō-Wentzell formula
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jump diffusions
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stochastic Feynman-Kac formula
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0.8161099553108215
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0.8161098957061768
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0.8027036786079407
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0.7846197485923767
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