Temporal semi-discretizations of a backward semilinear stochastic evolution equation (Q6166347): Difference between revisions

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Latest revision as of 15:58, 1 August 2024

scientific article; zbMATH DE number 7708049
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English
Temporal semi-discretizations of a backward semilinear stochastic evolution equation
scientific article; zbMATH DE number 7708049

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    Temporal semi-discretizations of a backward semilinear stochastic evolution equation (English)
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    6 July 2023
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    backward semilinear stochastic evolution equation
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    Brownian motion
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    discretization
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    stochastic linear quadratic control
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