Viability property for a backward stochastic differential equation and applications to partial differential equations
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Publication:1578967
DOI10.1007/s004409900038zbMath0969.60061MaRDI QIDQ1578967
Rainer Buckdahn, Marc Quincampoix, Aurel Răşcanu
Publication date: 30 January 2001
Published in: Probability Theory and Related Fields (Search for Journal in Brave)
backward stochastic differential equationviability propertyviscosity solutions of semilinear parabolic partial differential equations
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