LIMIT OF A PARABOBOLIC PDE SOLUTION DEPENDING ON TWO PARAMETERS (Q2959601)
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| Language | Label | Description | Also known as |
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| English | LIMIT OF A PARABOBOLIC PDE SOLUTION DEPENDING ON TWO PARAMETERS |
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LIMIT OF A PARABOBOLIC PDE SOLUTION DEPENDING ON TWO PARAMETERS (English)
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9 February 2017
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parabobolic PDE
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stochastic differential equation
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backward stochastic differential equation
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homogenization
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large deviations principle
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viscosity solution
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