BSDEs driven by infinite dimensional martingales and their applications to stochastic optimal control (Q4923210)
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scientific article; zbMATH DE number 6171089
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| English | BSDEs driven by infinite dimensional martingales and their applications to stochastic optimal control |
scientific article; zbMATH DE number 6171089 |
Statements
BSDEs driven by infinite dimensional martingales and their applications to stochastic optimal control (English)
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6 June 2013
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backward stochastic differential equation
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continuous martingale
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strong orthogonality
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maximum principle
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0.9140964150428772
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0.8264742493629456
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0.8248009085655212
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0.8232777714729309
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0.8202426433563232
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