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On non-Markovian forward–backward SDEs and backward stochastic PDEs
Ma, Jin
;
Yin, Hong
;
Zhang, Jianfeng
- In:
Stochastic Processes and their Applications
122
(
2012
)
12
,
pp. 3980-4004
a degenerate quasilinear BSPDE, extending the existing non-linear
Feynman–Kac
formula
to the random coefficient case …
Persistent link: https://www.econbiz.de/10011065012
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