Publication:3074090
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zbMath1220.60031MaRDI QIDQ3074090
Publication date: 14 February 2011
Full work available at URL: http://www.m-hikari.com/ijma/ijma-2010/ijma-29-32-2010/index.html
maximum principle; stochastic control; backward stochastic partial differential equations; strong orthogonality
60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)
35B50: Maximum principles in context of PDEs
93E20: Optimal stochastic control
60G44: Martingales with continuous parameter
60H15: Stochastic partial differential equations (aspects of stochastic analysis)
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