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Observability Inequality of Backward Stochastic Heat Equations for Measurable Sets and Its Applications.

Donghui YangJie Zhong
Published in: SIAM J. Control. Optim. (2016)
Keyphrases
  • stochastic differential equations
  • forward and backward
  • monte carlo
  • brownian motion
  • differential equations
  • linear equations
  • stochastic optimization
  • maximum a posteriori estimation
  • stochastic nature