Backward stochastic partial differential equations with jumps and application to optimal control of random jump fields
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Publication:5711149
DOI10.1080/17442500500213797zbMath1090.60057OpenAlexW2139986529MaRDI QIDQ5711149
Bernt Øksendal, Tu-Sheng Zhang, Frank Norbert Proske
Publication date: 9 December 2005
Published in: Stochastics (Search for Journal in Brave)
Full work available at URL: http://eprints.maths.manchester.ac.uk/204/1/psrr12-2005.pdf
Optimal stochastic control (93E20) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60)
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