A forward-backward stochastic algorithm for quasi-linear PDEs (Q2494576)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A forward-backward stochastic algorithm for quasi-linear PDEs |
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A forward-backward stochastic algorithm for quasi-linear PDEs (English)
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29 June 2006
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forward-backward stochastic differential equations
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Brownian motion
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time-space discretization scheme
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quasilinear parabolic equations
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