Verification by stochastic Perron's method in stochastic exit time control problems
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Publication:2252480
DOI10.1016/J.JMAA.2014.04.062zbMath1297.35209arXiv1310.8411OpenAlexW2963548356MaRDI QIDQ2252480
Publication date: 17 July 2014
Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1310.8411
KdV equations (Korteweg-de Vries equations) (35Q53) Optimal stochastic control (93E20) PDEs with randomness, stochastic partial differential equations (35R60) Hamilton-Jacobi equations (35F21)
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