Wiener chaos solutions for linear backward stochastic evolution equations (Q3174596)
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scientific article; zbMATH DE number 5956463
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| English | Wiener chaos solutions for linear backward stochastic evolution equations |
scientific article; zbMATH DE number 5956463 |
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Wiener Chaos Solutions for Linear Backward Stochastic Evolution Equations (English)
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11 October 2011
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Wiener chaos expansion
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backward stochastic evolution equations
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stochastic optimal control problem
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0.7861045598983765
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0.7807474136352539
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0.770263671875
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0.768846333026886
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