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Note on Viscosity Solution of Path-Dependent PDE and G-Martingales

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2015

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

83 cited

2013Random $G$-expectations71 cited

Cited by

2017Theory, methods and meaning of nonlinear expectation theory40 cited
2014Stochastic differential equations driven by G -Brownian motion and ordinary differential equations27 cited