Nonlinear Kolmogorov equations in infinite dimensional spaces: the backward stochastic differential equations approach and applications to optimal control
نویسندگان
چکیده
منابع مشابه
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ژورنال
عنوان ژورنال: The Annals of Probability
سال: 2002
ISSN: 0091-1798
DOI: 10.1214/aop/1029867132