Parabolic Ito Equations with Nonsmooth Nonlinearity and Duality Approach (Q4830834)
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scientific article; zbMATH DE number 2123283
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Parabolic Ito Equations with Nonsmooth Nonlinearity and Duality Approach |
scientific article; zbMATH DE number 2123283 |
Statements
Parabolic Ito Equations with Nonsmooth Nonlinearity and Duality Approach (English)
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16 December 2004
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parabolic Itô equations
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backward equations
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stochastic control problems
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