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Publication:3724783
zbMath0594.35019MaRDI QIDQ3724783
Wendell H. Fleming, Panagiotis E. Souganidis
Publication date: 1986
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Markov diffusion processviscosity solution methodminimum exit probabilitynonlinear first order PDE of Hamilton-Jacobi
Differential games (aspects of game theory) (91A23) First-order nonlinear hyperbolic equations (35L60) Nonlinear first-order PDEs (35F20) Large deviations (60F10) Boundary value problems for nonlinear first-order PDEs (35F30)
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Entropy penalization methods for Hamilton-Jacobi equations ⋮ Large Deviations for Random Evolutions in the Scheme of Asymptotically Small Diffusion ⋮ Book Review: Large deviations for stochastic processes ⋮ Large deviations for random evolutions with independent increments in a scheme of the Lévy approximation
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