Wiener Chaos Solutions for Linear Backward Stochastic Evolution Equations (Q3174596)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Wiener Chaos Solutions for Linear Backward Stochastic Evolution Equations
scientific article

    Statements

    Wiener Chaos Solutions for Linear Backward Stochastic Evolution Equations (English)
    0 references
    11 October 2011
    0 references
    Wiener chaos expansion
    0 references
    backward stochastic evolution equations
    0 references
    stochastic optimal control problem
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references