Backward stochastic differential equations with Azéma's martingale (Q3148775)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Backward stochastic differential equations with Azéma's martingale |
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Backward stochastic differential equations with Azéma's martingale (English)
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2 June 2003
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Azéma's martingale
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backward stochastic differential equation
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Feynman-Kac formula
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viscosity solution
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Brownian motion
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