Peng's Maximum Principle for Stochastic Partial Differential Equations (Q5157379): Difference between revisions

@@ Property / cites work @@
+Q5318420
@@ Property / cites work: Q5318420 / rank @@
+Normal rank
@@ Property / cites work @@
+Stochastic maximum principle for distributed parameter systems
+Normal rank
@@ Property / cites work @@
+Stochastic Equations in Infinite Dimensions
@@ Property / cites work: Stochastic Equations in Infinite Dimensions / rank @@
+Normal rank
@@ Property / cites work @@
+Functional spaces for the theory of elliptic partial differential equations. Transl. from the French by Reinie Erné
+Normal rank
@@ Property / cites work @@
+A Maximum Principle for Optimal Control of Stochastic Evolution Equations
+Normal rank
@@ Property / cites work @@
+Necessary conditions for stochastic optimal control problems in infinite dimensions
+Normal rank
@@ Property / cites work @@
+Stochastic maximum principle for optimal control of SPDEs
+Normal rank
@@ Property / cites work @@
+Stochastic maximum principle for optimal control of SPDEs
+Normal rank
@@ Property / cites work @@
+Well Posedness of Operator Valued Backward Stochastic Riccati Equations in Infinite Dimensional Spaces
+Normal rank
@@ Property / cites work @@
+A relatively short proof of Itô's formula for SPDEs and its applications
+Normal rank
@@ Property / cites work @@
+Stochastic partial differential equations: an introduction
+Normal rank
@@ Property / cites work @@
+General Pontryagin-Type Stochastic Maximum Principle and Backward Stochastic Evolution Equations in Infinite Dimensions
+Normal rank
@@ Property / cites work @@
+Transposition method for backward stochastic evolution equations revisited, and its application
+Normal rank
@@ Property / cites work @@
+Operator-valued backward stochastic Lyapunov equations in infinite dimensions, and its application
+Normal rank
@@ Property / cites work @@
+Q4093379
@@ Property / cites work: Q4093379 / rank @@
+Normal rank
@@ Property / cites work @@
+Semigroups of linear operators and applications to partial differential equations
+Normal rank
@@ Property / cites work @@
+A General Stochastic Maximum Principle for Optimal Control Problems
+Normal rank
@@ Property / cites work @@
+Q3285814
@@ Property / cites work: Q3285814 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4191141
@@ Property / cites work: Q4191141 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4283325
@@ Property / cites work: Q4283325 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3706042
@@ Property / cites work: Q3706042 / rank @@
+Normal rank