Deprecated: $wgMWOAuthSharedUserIDs=false is deprecated, set $wgMWOAuthSharedUserIDs=true, $wgMWOAuthSharedUserSource='local' instead [Called from MediaWiki\HookContainer\HookContainer::run in /var/www/html/w/includes/HookContainer/HookContainer.php at line 135] in /var/www/html/w/includes/Debug/MWDebug.php on line 372
BSDE, path-dependent PDE and nonlinear Feynman-Kac formula - MaRDI portal

BSDE, path-dependent PDE and nonlinear Feynman-Kac formula (Q2629534)

From MaRDI portal
scientific article
Language Label Description Also known as
English
BSDE, path-dependent PDE and nonlinear Feynman-Kac formula
scientific article

    Statements

    title
    BSDE, path-dependent PDE and nonlinear Feynman-Kac formula (English)
    0 references
    author
    Shige Peng
    0 references
    Falei Wang
    0 references
    publication date
    6 July 2016
    0 references
    zbMATH Keywords
    path-dependent PDEs
    0 references
    backward stochastic differential equations
    0 references
    nonlinear Feynman-Kac formula
    0 references
    cites work
    Q4029028
    0 references
    Q5436616
    0 references
    Q3096569
    0 references

    Identifiers

    Mathematics Subject Classification ID
    60H30
    0 references
    60H10
    0 references
    35K10
    0 references
    zbMATH DE Number
    6601302
    0 references
    OpenAlex ID
    W2143365754
    0 references
    arXiv ID
    1108.4317
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q2629534&oldid=36261192"
    Powered by MediaWiki