Forward-backward doubly stochastic systems and classical solutions of path-dependent stochastic PDEs (Q6170741)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Forward-backward doubly stochastic systems and classical solutions of path-dependent stochastic PDEs |
scientific article; zbMATH DE number 7711919
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Forward-backward doubly stochastic systems and classical solutions of path-dependent stochastic PDEs |
scientific article; zbMATH DE number 7711919 |
Statements
Forward-backward doubly stochastic systems and classical solutions of path-dependent stochastic PDEs (English)
0 references
13 July 2023
0 references
backward doubly stochastic differential equations
0 references
path-dependence
0 references
functional Itô calculus
0 references
nonlinear stochastic Feynman-Kac formula
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0.8675797581672668
0 references
0.8549964427947998
0 references
0.8362203240394592
0 references
0.815933346748352
0 references
0.8155713081359863
0 references
