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

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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):
Prohl, Andreas
Published in: Esaim - Control Optimisation and Calculus of Variations (2021), Bd. 27, Article 54
Verlagsangabe: Edp Sciences S A
Language: English
Full text: http://dx.doi.org/10.1051/cocv/2021052
ISSN: 1262-3377
DDC Classifikation: 004 - Data processing and computer science
510 - Mathematics
Dokumentart: Article
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