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Explicit solutions to the Kolmogorov backward equation

Mario Lefebvre and D. Ait Aoudia

Presentation (2009)

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Department: Department of Mathematics and Industrial Engineering
PolyPublie URL: https://publications.polymtl.ca/43372/
Conference Title: SIAM Conference on Analysis of Partial Differential Equations
Conference Location: Miami, Florida
Conference Date(s): 2009-12-01 - 2009-12-31
Official URL: https://archive.siam.org/meetings/pd09/PD09_abstra...
Date Deposited: 18 Apr 2023 15:14
Last Modified: 25 Sep 2024 16:30
Cite in APA 7: Lefebvre, M., & Ait Aoudia, D. (2009, December). Explicit solutions to the Kolmogorov backward equation [Presentation]. In SIAM Conference on Analysis of Partial Differential Equations, Miami, Florida. https://archive.siam.org/meetings/pd09/PD09_abstracts.pdf

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