نتایج جستجو برای: stochastic partial differential equations

تعداد نتایج: 770832  

Journal: :Stochastics and Partial Differential Equations: Analysis and Computations 2019

Journal: :Stochastic Processes and their Applications 1999

Journal: :Journal of Dynamics and Differential Equations 2013

Journal: :Journal of Mathematical Analysis and Applications 1980

Journal: :Siam Journal on Control and Optimization 2021

We extend Peng's maximum principle for semilinear stochastic partial differential equations (SPDEs) in one space-dimension with non-convex control domains and control-dependent diffusion coefficients to the case of general cost functionals Nemytskii-type coefficients. Our analysis is based on a new approach characterization second order adjoint state as solution function-valued backward SPDE.

Journal: :Nonlinear Differential Equations and Applications NoDEA 2012

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