The Dirichlet Problem for Semilinear Second-Order Degenerate Elliptic Equations and Applications to Stochastic Exit Time Control Problems

DOI10.1080/03605309508821090zbMath0826.35038OpenAlexW2063425102MaRDI QIDQ4323360

Publication date: 23 November 1995

Published in: Communications in Partial Differential Equations (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03605309508821090

zbMATH Keywords

viscosity solutions stochastic exit time control problems

Mathematics Subject Classification ID

Nonlinear elliptic equations (35J60) Degenerate elliptic equations (35J70) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

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