Limit theorems for BSDE with local time applications to non-linear PDE (Q3148778)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Limit theorems for BSDE with local time applications to non-linear PDE |
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Limit theorems for BSDE with local time applications to non-linear PDE (English)
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2 June 2003
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backward stochastic differential equation
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local time
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comparison theorem
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singular partial differential equations
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