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Pathwise stochastic control and a class of stochastic partial differential equations - MaRDI portal

Pathwise stochastic control and a class of stochastic partial differential equations

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Publication:6424069

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arXiv2301.09214MaRDI QIDQ6424069

Carlos M. Oliveira, Neeraj Bhauryal, Ana Bela Cruzeiro

Publication date: 22 January 2023

Mathematics Subject Classification ID

Optimal stochastic control (93E20) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Viscosity solutions to PDEs (35D40)

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