Backward stochastic Schrödinger and infinite-dimensional Hamiltonian equations
DOI10.3934/dcds.2015.35.5379zbMath1335.60120OpenAlexW2524487037MaRDI QIDQ255499
Publication date: 9 March 2016
Published in: Discrete and Continuous Dynamical Systems (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.3934/dcds.2015.35.5379
weak solutionLaplacianHamiltonian equationsbackward stochastic Schrödinger equationsGalerkin's finite-dimensional approximation methodskew-symmetry
Optimal stochastic control (93E20) Dynamical system aspects of infinite-dimensional Hamiltonian and Lagrangian systems (37K99) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35)
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