scientific article; zbMATH DE number 2109566
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Publication:4822179
zbMath1056.45006MaRDI QIDQ4822179
Publication date: 25 October 2004
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
comparison principlestochastic controldiffusion process with jumpssemicontinuous viscosity solutionsfinance mathematicsnonlinear elliptic integro-differential equation
Integro-partial differential equations (45K05) Other nonlinear integral equations (45G10) Stochastic systems in control theory (general) (93E03) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25)
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