Hamilton-Jacobi Theory and the Stochastic Elementary Formula

DOI10.1142/9789814360920_0012zbMath1264.35003OpenAlexW2189858267MaRDI QIDQ4906099

A. D. Neate, Aubrey Truman

Publication date: 21 February 2013

Published in: Interdisciplinary Mathematical Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1142/9789814360920_0012

zbMATH Keywords

Hamilton-Jacobi-Bellman equationBurges equationElworthy-Truman formula

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60) Research exposition (monographs, survey articles) pertaining to partial differential equations (35-02) Hamilton-Jacobi equations (35F21)

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