Infinite horizon backward stochastic differential equations and elliptic equations in Hilbert spaces. (Q1879864): Difference between revisions
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Revision as of 02:45, 20 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Infinite horizon backward stochastic differential equations and elliptic equations in Hilbert spaces. |
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Infinite horizon backward stochastic differential equations and elliptic equations in Hilbert spaces. (English)
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15 September 2004
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By solving infinite-dimensional forward and backward stochastic differential equations, solutions to a class of semilinear elliptic differential equations on a Hilbert space are studied. The main results are applied to the optimal control for a general nonlinear control system on an infinite time horizon.
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backward stochastic differential equation
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partial differential equation
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stochastic control
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