Regularity and representation of viscosity solutions of partial differential equations via backward stochastic differential equations (Q2507598)

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scientific article; zbMATH DE number 5060500
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    Regularity and representation of viscosity solutions of partial differential equations via backward stochastic differential equations
    scientific article; zbMATH DE number 5060500

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      Regularity and representation of viscosity solutions of partial differential equations via backward stochastic differential equations (English)
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      5 October 2006
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      stochastic integrals
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      Brownian motion
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      stochastic differential equations
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      distributional derivative
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      forward backward stochastic differential equations
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