A new theory and the efficient methods of solution of strong, pathwise, stochastic variational problems

DOI10.4310/MAA.2004.v11.n3.a3zbMath1128.49025MaRDI QIDQ819530

N. E. Zubov

Publication date: 29 March 2006

Published in: Methods and Applications of Analysis (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.maa/1147353055

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Optimal stochastic control (93E20) Applications of stochastic analysis (to PDEs, etc.) (60H30) Optimality conditions for problems involving randomness (49K45)

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