Quadratic BSDEs with random terminal time and elliptic PDEs in infinite dimension. (Q1039065)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Quadratic BSDEs with random terminal time and elliptic PDEs in infinite dimension. |
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Quadratic BSDEs with random terminal time and elliptic PDEs in infinite dimension. (English)
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20 November 2009
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backward stochastic differential equations
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quadratically growing driver
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elliptic partial differential equation
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stochastic optimal control
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