Stochastic variational inequalities in infinite dimensional spaces
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Publication:4344636
DOI10.1080/01630569708816745zbMath0887.60063OpenAlexW2084510402MaRDI QIDQ4344636
Aurel Răşcanu, Alain Bensoussan
Publication date: 1 June 1998
Published in: Numerical Functional Analysis and Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/01630569708816745
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic calculus of variations and the Malliavin calculus (60H07) Existence of optimal solutions to problems involving randomness (49J55)
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