On a generalized BSDE involving local time and application to a PDE with nonlinear boundary condition (Q3440810)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On a generalized BSDE involving local time and application to a PDE with nonlinear boundary condition |
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On a generalized BSDE involving local time and application to a PDE with nonlinear boundary condition (English)
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29 May 2007
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backward stochastic differential equation
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nonlinear boundary condition
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