Identification of the solution of the Burgers equation on a finite interval via the solution of an appropriate stochastic control problem (Q2786070)

From MaRDI portal





scientific article; zbMATH DE number 5786524
Language Label Description Also known as
English
Identification of the solution of the Burgers equation on a finite interval via the solution of an appropriate stochastic control problem
scientific article; zbMATH DE number 5786524

    Statements

    16 September 2010
    0 references
    stochastic control theory
    0 references
    lagrangain
    0 references
    Brownian motion
    0 references
    duality and Wiener measure
    0 references
    Identification of the solution of the Burgers equation on a finite interval via the solution of an appropriate stochastic control problem (English)
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references