The existence and uniqueness of the solution for nonlinear Kolmogorov equations (Q713330): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 09:59, 30 January 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The existence and uniqueness of the solution for nonlinear Kolmogorov equations |
scientific article |
Statements
The existence and uniqueness of the solution for nonlinear Kolmogorov equations (English)
0 references
26 October 2012
0 references
Kolmogorov equations
0 references
stochastic delay evolution equations
0 references
backward stochastic differential equations
0 references
Malliavin calculus
0 references
optimal control
0 references
