Weak Dirichlet processes with a stochastic control perspective
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Publication:855923
DOI10.1016/j.spa.2006.04.009zbMath1113.60036arXivmath/0604326OpenAlexW2082615400MaRDI QIDQ855923
Publication date: 7 December 2006
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/math/0604326
Hamilton-Jacobi-Bellman equationItô formulaCauchy problem for parabolic partial differential equationFukushima-Dirichlet decompositionstochastic calculus via regularization
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