The existence and uniqueness of the solution for nonlinear Kolmogorov equations (Q713330)
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scientific article; zbMATH DE number 6099360
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | The existence and uniqueness of the solution for nonlinear Kolmogorov equations |
scientific article; zbMATH DE number 6099360 |
Statements
The existence and uniqueness of the solution for nonlinear Kolmogorov equations (English)
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26 October 2012
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Kolmogorov equations
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stochastic delay evolution equations
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backward stochastic differential equations
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Malliavin calculus
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optimal control
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0.93701464
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0.92271113
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0.9222152
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0.91277623
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0.90834403
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0.9073046
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0.9057859
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