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zbMath0765.60060MaRDI QIDQ4029010

Alain Bensoussan

Publication date: 28 March 1993

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

stochastic partial differential equations Zakai equation splitting up method

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Related Items (2)

Value-Gradient Based Formulation of Optimal Control Problem and Machine Learning Algorithm ⋮ Approximation of stochastic differential equations with modified fractional Brownian motion

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