On the convergence of monotone schemes for path-dependent PDEs (Q2359701)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the convergence of monotone schemes for path-dependent PDEs |
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On the convergence of monotone schemes for path-dependent PDEs (English)
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22 June 2017
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monotone schemes
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viscosity solution
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path-dependent PDE
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convergence
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non-Markovian stochastic control problems
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