Probabilistic interpretation for systems of quasilinear parabolic partial differential equations (Q3986623)
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English | Probabilistic interpretation for systems of quasilinear parabolic partial differential equations |
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Probabilistic interpretation for systems of quasilinear parabolic partial differential equations (English)
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27 June 1992
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Feynman-Kac formula
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parabolic partial differential equations
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optimal control problems
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