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~person:"Zhang, Qi"
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Backward stochastic partial differential equations
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Feynman–Kac formula
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Zhang, Qi
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Semi-linear degenerate backward stochastic partial differential equations and associated forward–backward stochastic differential equations
Du, Kai
;
Zhang, Qi
- In:
Stochastic Processes and their Applications
123
(
2013
)
5
,
pp. 1616-1637
extension of the
Feynman–Kac
formula
to the non-Markovian framework. …
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