Please use this identifier to cite or link to this item: http://hdl.handle.net/2440/113997
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dc.contributor.authorMeng, Q.en
dc.contributor.authorShen, Y.en
dc.contributor.authorShi, P.en
dc.date.issued2018en
dc.identifier.citationStatistics and Probability Letters, 2018; 137:113-123en
dc.identifier.issn0167-7152en
dc.identifier.issn1879-2103en
dc.identifier.urihttp://hdl.handle.net/2440/113997-
dc.descriptionAvailable online 2 February 2018en
dc.description.statementofresponsibilityQingxin Meng, Yang Shen, Peng Shien
dc.language.isoenen
dc.publisherElsevier BVen
dc.rights© 2018 Elsevier B.V. All rights reserved.en
dc.subjectBackward stochastic partial differential equations; forward–backward stochastic evolution equations; infinite dimensions; uniqueness and existence; maximum principleen
dc.titleOn the existence of optimal controls for backward stochastic partial differential equationsen
dc.typeJournal articleen
dc.identifier.rmid0030095825en
dc.identifier.doi10.1016/j.spl.2018.01.013en
dc.relation.granthttp://purl.org/au-research/grants/arc/DP170102644en
dc.identifier.pubid433960-
pubs.library.collectionElectrical and Electronic Engineering publicationsen
pubs.library.teamDS03en
pubs.verification-statusVerifieden
pubs.publication-statusPublisheden
dc.identifier.orcidShi, P. [0000-0001-8218-586X]en
Appears in Collections:Electrical and Electronic Engineering publications

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