Stochastic representation of weak solutions of viscous conservation laws: a BSDE approach (Q2636933)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic representation of weak solutions of viscous conservation laws: a BSDE approach |
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Stochastic representation of weak solutions of viscous conservation laws: a BSDE approach (English)
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18 February 2014
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backward stochastic differential equation
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viscous conservation law
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weak solution
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Feynman-Kac formula
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