Path-Dependent Hamilton--Jacobi Equations with Super-Quadratic Growth in the Gradient and the Vanishing Viscosity Method (Q5081640)
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scientific article; zbMATH DE number 7543536
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Path-Dependent Hamilton--Jacobi Equations with Super-Quadratic Growth in the Gradient and the Vanishing Viscosity Method |
scientific article; zbMATH DE number 7543536 |
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Path-Dependent Hamilton--Jacobi Equations with Super-Quadratic Growth in the Gradient and the Vanishing Viscosity Method (English)
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17 June 2022
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large deviations
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vanishing viscosity method
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path-dependent partial differential equations
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minimax solutions
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dini solutions
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calculus of variations
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optimal control
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state constraints
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backward stochastic differential equations
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nonsmooth analysis
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