A complex Feynman-Kac formula via linear backward stochastic differential equations (Q6261775)
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scientific article; zbMATH DE number 900247715
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A complex Feynman-Kac formula via linear backward stochastic differential equations |
scientific article; zbMATH DE number 900247715 |
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13 May 2015
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math.PR
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