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A probabilistic approach to interior regularity of fully nonlinear degenerate elliptic equations in smooth domains - MaRDI portal

A probabilistic approach to interior regularity of fully nonlinear degenerate elliptic equations in smooth domains (Q360367)

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scientific article; zbMATH DE number 6201593
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English
A probabilistic approach to interior regularity of fully nonlinear degenerate elliptic equations in smooth domains
scientific article; zbMATH DE number 6201593

    Statements

    A probabilistic approach to interior regularity of fully nonlinear degenerate elliptic equations in smooth domains (English)
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    26 August 2013
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    fully nonlinear degenerate elliptic equations
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    interior regularity
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    controlled diffusion processes
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    stochastic optimal control in a domain
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    degenerate Bellman equation
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    smooth domains
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    Dirichlet boundary data
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