Forward-backward doubly stochastic systems and classical solutions of path-dependent stochastic PDEs (Q6170741)
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scientific article; zbMATH DE number 7711919
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| 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)
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13 July 2023
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backward doubly stochastic differential equations
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path-dependence
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functional Itô calculus
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nonlinear stochastic Feynman-Kac formula
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0.8675797581672668
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0.8549964427947998
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0.8362203240394592
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0.815933346748352
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0.8155713081359863
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