On the well-posedness of a Hamilton-Jacobi-Bellman equation with transport noise
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Publication:6410743
arXiv2209.06660MaRDI QIDQ6410743
Carlos M. Oliveira, Ana Bela Cruzeiro, Neeraj Bhauryal
Publication date: 14 September 2022
Optimal stochastic control (93E20) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Existence problems for PDEs: global existence, local existence, non-existence (35A01)
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