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scientific article; zbMATH DE number 2189780 - MaRDI portal

scientific article; zbMATH DE number 2189780

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Publication:5463030

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zbMath1070.60052MaRDI QIDQ5463030

Publication date: 1 August 2005

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

integro-differential equation Feynman-Kac formula existence and uniqueness result Sobolev solution non-Lipschitzian optimal controls

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

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