𝔖 Scriptorium
✦   LIBER   ✦

πŸ“

General Pontryagin-type stochastic maximum principle and backward stochastic evolution equations in infinite dimensions

✍ Scribed by Lu Q., Zhang X.


Publisher
Springer
Year
2014
Tongue
English
Leaves
148
Category
Library

⬇  Acquire This Volume

No coin nor oath required. For personal study only.


πŸ“œ SIMILAR VOLUMES


General Pontryagin-Type Stochastic Maxim
✍ Qi LΓΌ, Xu Zhang (auth.) πŸ“‚ Library πŸ“… 2014 πŸ› Springer International Publishing 🌐 English

<p>The classical Pontryagin maximum principle (addressed to deterministic finite dimensional control systems) is one of the three milestones in modern control theory. The corresponding theory is by now well-developed in the deterministic infinite dimensional setting and for the stochastic differenti

Stochastic equations in infinite dimensi
✍ Guiseppe Da Prato, Jerzy Zabczyk πŸ“‚ Library πŸ“… 1993 πŸ› Cambridge University Press 🌐 English

The aim of this book is to give a systematic and self-contained presentation of the basic results on stochastic evolution equations in infinite dimensional, typically Hilbert and Banach, spaces. These are a generalization of stochastic differential equations as introduced by ItΓ΄ and Gikhman that oc