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Q4866851 - MaRDI portal

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scientific article; zbMATH DE number 847799
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scientific article; zbMATH DE number 847799

    Statements

    author
    Jean-Michel Lasry
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    Pierre-Louis Lions
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    publication date
    26 February 1996
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    zbMATH Keywords
    large deviations problem
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    mathematical finance
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    coupled diffusion processes
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    viscosity solutions
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    Identifiers

    zbMATH DE Number
    847799
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