Erratum. BSDEs driven by infinite dimensional martingales and their applications to stochastic optimal control

DOI10.1515/ROSE.2011.016zbMath1268.60081OpenAlexW4250611380MaRDI QIDQ4923223

Abdulrahman Al-Hussein

Publication date: 6 June 2013

Published in: Random Operators and Stochastic Equations (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/rose.2011.016

zbMATH Keywords

maximum principlemartingalebackward stochastic differential equation

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Maximum principles in context of PDEs (35B50) Martingales with continuous parameter (60G44)

Related Items (2)

Stochastic optimal control for backward stochastic partial differential systems ⋮ A variational formula for controlled backward stochastic partial differential equations and some applications

Cites Work

• BSDEs driven by infinite dimensional martingales and their applications to stochastic optimal control

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