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Cited article:
Andreas Prohl , Yanqing Wang
ESAIM: COCV, 27 (2021) 54
Published online: 2021-06-04
This article has been cited by the following article(s):
12 articles
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Numerical methods for backward stochastic differential equations: A survey
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Strong error estimates for a space-time discretization of the linear-quadratic control problem with the stochastic heat equation with linear noise
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Error analysis of a discretization for stochastic linear quadratic control problems governed by SDEs
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