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"Strong Rates of Convergence for Space-Time Discretization of the Backward ..."

Andreas Prohl, Yanqing Wang (2020)

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DOI: —

access: open

type: Informal or Other Publication

metadata version: 2021-01-05

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  - electronic edition @ arxiv.org (open access)
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  dblp key:
  - journals/corr/abs-2012-10117
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  persistent URL:
  - https://dblp.org/rec/journals/corr/abs-2012-10117
Andreas Prohl, Yanqing Wang:
Strong Rates of Convergence for Space-Time Discretization of the Backward Stochastic Heat Equation, and of a Linear-Quadratic Control Problem for the Stochastic Heat Equation. CoRR abs/2012.10117 (2020)

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