scientific article; zbMATH DE number 140583

zbMATH Open0765.60060MaRDI QIDQ4029010FDOQ4029010

Authors: Alain Bensoussan 

Publication date: 28 March 1993

Title of this publication is not available (Why is that?)

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zbMATH Keywords

stochastic partial differential equationsZakai equationsplitting up method

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Cited In (11)

• Approximation of backward stochastic partial differential equations by a splitting-up method
• On the splitting-up method for rough (partial) differential equations
• Splitting up method for the 2D stochastic Navier-Stokes equations
• Splitting-up scheme for nonlinear stochastic hyperbolic equations
• A splitting/polynomial chaos expansion approach for stochastic evolution equations
• A splitting algorithm for stochastic partial differential equations driven by linear multiplicative noise
• Value-Gradient Based Formulation of Optimal Control Problem and Machine Learning Algorithm
• On the splitting-up method and stochastic partial differential equations
• Approximation of stochastic differential equations with modified fractional Brownian motion
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• Remarks on Nonlinear Stochastic Partial Differential Equations: An Application of the Splitting-Up Method

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