Forward-backward stochastic differential equations and PDE with gradient dependent second order coefficients

Author: Abraham Romain   Riviere Olivier  

Publisher: Edp Sciences

E-ISSN: 1262-3318|10|issue|184-205

ISSN: 1292-8100

Source: ESAIM: Probability and Statistics, Vol.10, Iss.issue, 2006-03, pp. : 184-205

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Abstract