Approximation of the Zakaï Equation by the Splitting up Method

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Publication:3350396

DOI10.1137/0328074zbMath0726.60040OpenAlexW2024900789MaRDI QIDQ3350396

Aurel Răşcanu, Roland Glowinski, Alain Bensoussan

Publication date: 1990

Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/0328074



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