Strong rates of convergence for a space-time discretization of the backward stochastic heat equation, and of a linear-quadratic control problem for the stochastic heat equation (Q4999547)
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scientific article; zbMATH DE number 7369262
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| English | Strong rates of convergence for a space-time discretization of the backward stochastic heat equation, and of a linear-quadratic control problem for the stochastic heat equation |
scientific article; zbMATH DE number 7369262 |
Statements
Strong rates of convergence for a space-time discretization of the backward stochastic heat equation, and of a linear-quadratic control problem for the stochastic heat equation (English)
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7 July 2021
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strong error estimate with rates
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backward stochastic heat equation
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stochastic linear quadratic problem
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forward-backward stochastic heat equation
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0.892095148563385
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0.8608094453811646
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0.825748085975647
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0.8153063654899597
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