Integro-PDE in Hilbert spaces: existence of viscosity solutions (Q345036)
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scientific article; zbMATH DE number 6656136
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Integro-PDE in Hilbert spaces: existence of viscosity solutions |
scientific article; zbMATH DE number 6656136 |
Statements
Integro-PDE in Hilbert spaces: existence of viscosity solutions (English)
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25 November 2016
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integro-PDE
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Hamilton-Jacobi-Bellman equation
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viscosity solutions
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dynamic programming principle
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stochastic PDE
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Lévy process
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mathematical finance
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0.9175686
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0.91475374
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0.9046635
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0.90443945
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0.9041511
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0.8989706
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