A variational formula for controlled backward stochastic partial differential equations and some applications (Q2350396)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A variational formula for controlled backward stochastic partial differential equations and some applications |
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A variational formula for controlled backward stochastic partial differential equations and some applications (English)
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29 June 2015
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variational formula
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stochastic evolution equation
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backward stochastic evolution equation
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stochastic maximum principle
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spike variation
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