Integro-partial differential equations with singular terminal condition (Q2357187)
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scientific article; zbMATH DE number 6732339
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Integro-partial differential equations with singular terminal condition |
scientific article; zbMATH DE number 6732339 |
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Integro-partial differential equations with singular terminal condition (English)
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19 June 2017
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integro-partial differential equations
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viscosity solution
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backward stochastic differential equation
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singular condition
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