Wiener Chaos Solutions for Linear Backward Stochastic Evolution Equations (Q3174596)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Wiener Chaos Solutions for Linear Backward Stochastic Evolution Equations |
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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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