BSDEs driven by infinite dimensional martingales and their applications to stochastic optimal control (vol 19, pg 45, 2011)

被引：2

作者：

Al-Hussein, AbdulRahman ^{[1
]}

机构：

[1] Qassim Univ, Coll Sci, Dept Math, POB 6644, Buraydah 51452, Saudi Arabia

来源：

RANDOM OPERATORS AND STOCHASTIC EQUATIONS | 2011年 / 19卷 / 03期

关键词：

Backward stochastic differential equation; martingale; maximum principle;

D O I：

10.1515/ROSE.2011.016

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

This note is provided to correct the mistakes in our previous work 'BSDEs driven by infinite dimensional martingales and their applications to stochastic optimal control', Random Oper. Stoch. Equ. 19 (2011), 45-61. The reader is advised to consider changes here when reading that paper.

引用

页码：295 / 297

页数：3

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