Controlled reflected SDEs and Neumann problem for backward SPDEs (Q2286452)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Controlled reflected SDEs and Neumann problem for backward SPDEs |
scientific article |
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Controlled reflected SDEs and Neumann problem for backward SPDEs (English)
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22 January 2020
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optimal control of reflected stochastic differential equations
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Neumann problem
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backward stochastic partial differential equation
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