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Survey on path-dependent PDEs - MaRDI portal

Survey on path-dependent PDEs (Q6183904)

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scientific article; zbMATH DE number 7783658
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English
Survey on path-dependent PDEs
scientific article; zbMATH DE number 7783658

    Statements

    title
    Survey on path-dependent PDEs (English)
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    author
    Shige Peng
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    Yongsheng Song
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    Falei Wang
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    publication date
    4 January 2024
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    zbMATH Keywords
    path-dependent
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    Wiener expectation
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    BSDEs
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    classical solution
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    Sobolev solution
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    viscosity solution
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    cites work
    Q3977387
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    Q4029028
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    Q5436616
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    Q3096569
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    Q4255599
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    Identifiers

    Mathematics Subject Classification ID
    60H10
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    35F20
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    60H30
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    35K10
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    zbMATH DE Number
    7783658
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