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- W2745892213 abstract "In this chapter we establish the crucial nonlinear Feynman-Kac formula, which connects Markov BSDEs with semilinear parabolic PDEs. We then study regularity of the solutions, based on which we introduce a probabilistic numerical algorithm for BSDEs." @default.
- W2745892213 created "2017-08-31" @default.
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- W2745892213 date "2017-01-01" @default.
- W2745892213 modified "2023-09-26" @default.
- W2745892213 title "Markov BSDEs and PDEs" @default.
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- W2745892213 doi "https://doi.org/10.1007/978-1-4939-7256-2_5" @default.
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