Weak solutions and optimal control for multivalued stochastic differential equations
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Publication:733656
DOI10.1007/s00030-008-7037-9zbMath1174.60032OpenAlexW2134184061MaRDI QIDQ733656
Publication date: 19 October 2009
Published in: NoDEA. Nonlinear Differential Equations and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00030-008-7037-9
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Optimal stochastic control (93E20) PDEs with randomness, stochastic partial differential equations (35R60)
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