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Volumn 14, Issue 4, 1996, Pages 461-486

Existence, uniqueness and space regularity of the adapted solutions of a backward SPDE

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EID: 21344473602     PISSN: 07362994     EISSN: None     Source Type: Journal    
DOI: 10.1080/07362999608809451     Document Type: Article
Times cited : (65)

References (19)
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    • Hu, Y.1    Peng, S.2
  • 9
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    • (1967) Nagoya Math. J. , vol.30 , pp. 209-245
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    • State Constrained Control Problems for Parabolic Systems: Regularity of Optimal Solutions
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    • Adapted Solution of Backward Stochastic Equations
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    • A General Stochastic Maximum Principle for Optimal Control Problems
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    • A Generalized Dynamic Programming Principle and Hamilton-Jacobi-Bellman Equation
    • S. PENG, A Generalized Dynamic Programming Principle and Hamilton-Jacobi-Bellman Equation, Stochastics and Stochastics Reports 38, (1992), pp. 119-134.
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* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.