Please use this identifier to cite or link to this item: http://hdl.handle.net/2440/113997
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Type: Journal article
Title: On the existence of optimal controls for backward stochastic partial differential equations
Author: Meng, Q.
Shen, Y.
Shi, P.
Citation: Statistics and Probability Letters, 2018; 137:113-123
Publisher: Elsevier BV
Issue Date: 2018
ISSN: 0167-7152
1879-2103
Statement of
Responsibility: 
Qingxin Meng, Yang Shen, Peng Shi
Keywords: Backward stochastic partial differential equations; forward–backward stochastic evolution equations; infinite dimensions; uniqueness and existence; maximum principle
Description: Available online 2 February 2018
Rights: © 2018 Elsevier B.V. All rights reserved.
RMID: 0030095825
DOI: 10.1016/j.spl.2018.01.013
Grant ID: http://purl.org/au-research/grants/arc/DP170102644
Appears in Collections:Electrical and Electronic Engineering publications

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