Backward stochastic differential equations and integral-partial differential equations (Q3128079)
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scientific article; zbMATH DE number 999609
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| English | Backward stochastic differential equations and integral-partial differential equations |
scientific article; zbMATH DE number 999609 |
Statements
Backward stochastic differential equations and integral-partial differential equations (English)
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14 December 1997
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backward stochastic differential equation
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jump diffusion processes
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viscosity solutions of partial differential equations
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0.8851142525672913
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