Strong rates of convergence for a space-time discretization of the backward stochastic heat equation, and of a linear-quadratic control problem for the stochastic heat equation

Author:

Prohl, Andreas; Wang, Yanqing

Tübinger Autor(en):

Published in:

Esaim - Control Optimisation and Calculus of Variations (2021), Bd. 27, Article 54

Verlagsangabe:

Edp Sciences S A

Language:

English

Full text:

ISSN:

1262-3377

DDC Classifikation:

004 - Data processing and computer science
510 - Mathematics

Dokumentart:

Article

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