Author:
Bensoussan A.,Glowinski R.,Raşcanu A.
Publisher
Springer Science and Business Media LLC
Subject
Applied Mathematics,Control and Optimization
Reference10 articles.
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3. A. Bensoussan, R. Glowinski, A. Raşcanu, Approximation of Zakaï equation by the splitting up method, SIAM J. Control Optim. (to appear).
4. T. Gard, Introduction to Stochastic Differential Equations, Marcel Dekker, New York, 1988.
5. R. Glowinski, Numerical Methods for Nonlinear Variational Problems, Springer-Verlag, New York, 1984.
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