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BSDE, path-dependent PDE and nonlinear Feynman-Kac formula

ShiGe Peng, FaLei Wang

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Source: Crossref

Published: Oct 21, 2015

DOI: 10.1007/s11425-015-5086-1

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BSDE, path-dependent PDE and nonlinear Feynman-Kac formula — Mathematical Frontier Network