Adapted solution of a backward semilinear stochastic evolution equation (Q3984216): Difference between revisions
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| Property / cites work: Stochastic maximum principle for distributed parameter systems / rank | |||
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| Property / cites work: Anticipating Hilbert integrals with respect to a cylindrical Wiener process and associated stochastic calculus / rank | |||
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| Property / cites work: Stability of semilinear stochastic evolution equations / rank | |||
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| Property / cites work: Necessary Conditions for Continuous Parameter Stochastic Optimization Problems / rank | |||
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| Property / cites work: Stochastic Hamilton–Jacobi–Bellman Equations / rank | |||
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Latest revision as of 14:03, 15 May 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Adapted solution of a backward semilinear stochastic evolution equation |
scientific article |
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Adapted solution of a backward semilinear stochastic evolution equation (English)
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27 June 1992
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seminlinear stochastic evolution equation
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existence and uniqueness results
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backward stochastic partial differential equation
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