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BSDE, path-dependent PDE and nonlinear Feynman-Kac formula
Peng, ShiGe, Wang, FaLeiVolume:
59
Language:
english
Journal:
Science China Mathematics
DOI:
10.1007/s11425-015-5086-1
Date:
January, 2016
File:
PDF, 404 KB
english, 2016