The existence and uniqueness of the solution for nonlinear Kolmogorov equations (Q713330): Difference between revisions
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Revision as of 01:02, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The existence and uniqueness of the solution for nonlinear Kolmogorov equations |
scientific article |
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The existence and uniqueness of the solution for nonlinear Kolmogorov equations (English)
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26 October 2012
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Kolmogorov equations
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stochastic delay evolution equations
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backward stochastic differential equations
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Malliavin calculus
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optimal control
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