[Lecture Notes in Mathematics] Stochastic Partial...

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[Lecture Notes in Mathematics] Stochastic Partial Differential Equations and Applications II Volume 1390 || Viscosity solutions of fully nonlinear second order equations and optimal stochastic control in infinite dimensions. Part II: Optimal control of Zakai's equation

Prato, Giuseppe, Tubaro, Luciano
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Volume:
10.1007/BF
Year:
1989
Language:
english
Pages:
24
DOI:
10.1007/bfb0083943
File:
PDF, 1005 KB
english, 1989
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