A strong comparison result for the bellman equation arising in stochastic exit time control problems and its applications (Q4228066)
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scientific article; zbMATH DE number 1247976
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A strong comparison result for the bellman equation arising in stochastic exit time control problems and its applications |
scientific article; zbMATH DE number 1247976 |
Statements
A strong comparison result for the bellman equation arising in stochastic exit time control problems and its applications (English)
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29 August 1999
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Hamilton-Jacobi-Bellman equation
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viscosity solutions
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comparison theorem
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Dirichlet boundary conditions
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