دانلود کتاب تجزیه و تحلیل تصادفی، فیلتر کردن، و بهینه سازی تصادفی

We extend the work [9] by two of the coauthors, which dealt with a deterministic control problem for which the Hilbert space could be generic and investigated a novel form of the ‘lifting’ technique proposed by P. L. Lions. In, we only showed the local existence and uniqueness of solutions to the FBODEs in the Hilbert space which were associated to the control problems with drift function consisting of the control only.