scientific article; zbMATH DE number 774070

zbMath0836.60059MaRDI QIDQ4839125

Etienne Pardoux

Publication date: 9 April 1996

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

Wiener processmaximum principle of optimal controlanticipating stochastic integral equations

Mathematics Subject Classification ID

Partial differential inequalities and systems of partial differential inequalities (35R45) Stochastic analysis (60Hxx) Representations of solutions to partial differential equations (35Cxx)

Related Items (1)

A probabilistic interpretation of the divergence and BSDE's.

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