SEMI-LINEAR SYSTEMS OF BACKWARD STOCHASTIC PARTIAL DIFFERENTIAL EQUATIONS IN ℝn
Author:
Publisher
World Scientific Pub Co Pte Lt
Subject
Applied Mathematics,General Mathematics
Reference33 articles.
1. A relative compactness criterion in Wiener–Sobolev spaces and application to semi-linear Stochastic PDEs
2. Maximum principle and dynamic programming approaches of the optimal control of partially observed diffusions
3. Stochastic Control of Partially Observable Systems
4. Conjugate convex functions in optimal stochastic control
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