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FORWARD-BACKWARD STOCHASTIC DIFFERENTIAL EQUATIONS GENERATED BY BERNSTEIN DIFFUSIONS [1%] by pparaiba, 2014-07-04 15:27
Pierre Vuillermot (UMR-CNRS 7502, Institut Élie Cartan de Lorraine, Nancy, France)
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Group of Mathematical Physics — University of Lisbon
Department of Mathematics
Faculty of Sciences
Campo Grande, Edifício C6
PT-1749-016 Lisboa
Portugal
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[Universidade de Lisboa]