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Second-order backward stochastic differential equations and fully nonlinear parabolic PDEs

✍ Scribed by Patrick Cheridito; H. Mete Soner; Nizar Touzi; Nicolas Victoir

Publisher: John Wiley and Sons
Year: 2007
Tongue: English
Weight: 234 KB
Volume: 60
Category: Article
ISSN: 0010-3640
DOI: 10.1002/cpa.20168

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