@article{UBHD-68588986,
  author={Huschto, Tony and Podolskij, Mark and Sager, Sebastian},
  title={The asymptotic error of chaos expansion approximations for stochastic differential equations},
  year={2019},
  pages={145-165},
  language={eng},
  issn={2351-6054},
  volume={6},
  number={2},
  note={Gesehen am 19.06.2020},
  journal={Modern stochastics: theory and applications},
  doi={10.15559/19-vmsta133},
}
@book{UBHD-67755834,
  author={Huschto, Tony},
  title={Numerical methods for random parameter optimal control and the optimal control of stochastic differential equations},
  year={2014},
  pages={Online-Ressource (XIV, 198 S.)},
  language={eng},
  note={Online publ.: 2015},
  school={Heidelberg, Univ., Diss., 2014},
  doi={10.11588/heidok.00017779},
  keywords={Optimale Kontrolle / Malliavin-Kalk{\"u}l},
  url={http://www.ub.uni-heidelberg.de/archiv/17779},
  library={UB},
}
@book{UBHD-67758500,
  author={Huschto, Tony},
  title={Numerical methods for random parameter optimal control and the optimal control of stochastic differential equations},
  year={2014},
  pages={XIV, 198 S.},
  language={eng},
  note={Zsfassung in dt. Sprache},
  school={Heidelberg, Univ., Diss., 2014},
  keywords={Optimale Kontrolle / Malliavin-Kalk{\"u}l},
  library={UB [Signatur: 2015 U 30] ; MA [Signatur: Diss. Husch]},
}
@article{UBHD-68581025,
  author={Huschto, Tony and Sager, Sebastian},
  title={Solving stochastic optimal control problems by a Wiener chaos approach},
  year={2014},
  pages={83-113},
  language={eng},
  issn={2305-2228},
  volume={42},
  number={1},
  journal={Vietnam journal of mathematics},
  doi={10.1007/s10013-014-0060-8},
}