Comparison of Viscosity Solutions of Semilinear Path-Dependent PDEs (Q5210850)
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scientific article; zbMATH DE number 7154744
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Comparison of Viscosity Solutions of Semilinear Path-Dependent PDEs |
scientific article; zbMATH DE number 7154744 |
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Comparison of Viscosity Solutions of Semilinear Path-Dependent PDEs (English)
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22 January 2020
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viscosity solutions
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optimal stopping
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stochastic control
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path-dependent PDEs
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