A variational formula for controlled backward stochastic partial differential equations and some applications (Q2350396)
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scientific article; zbMATH DE number 6452878
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| English | A variational formula for controlled backward stochastic partial differential equations and some applications |
scientific article; zbMATH DE number 6452878 |
Statements
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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0.9359314
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0.9227737
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0.9187571
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0.91863394
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0.9161081
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0.9160962
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