Controlled ordinary differential equations with random path-dependent coefficients and stochastic path-dependent Hamilton-Jacobi equations
type: Item
instance of: scholarly article
title: Controlled ordinary differential equations with random path-dependent coefficients and stochastic path-dependent Hamilton-Jacobi equations
zbMATH Open document ID: 1500.49007
author: Jinniao Qiu
published in: Stochastic Processes and their Applications
publication date: 2022-10-27T00:00:00Z
full work available at URL: https://arxiv.org/abs/2005.01232
Mathematics Subject Classification ID: 49J55
Mathematics Subject Classification ID: 49L25
Mathematics Subject Classification ID: 49J15
Mathematics Subject Classification ID: 35D40
Mathematics Subject Classification ID: 35F21
zbMATH DE Number: 7608410
zbMATH Keywords: stochastic path-dependent Hamilton-Jacobi equation
zbMATH Keywords: stochastic optimal control
zbMATH Keywords: viscosity solution
zbMATH Keywords: backward stochastic partial differential equation
Wikidata QID: Q115341098
MaRDI profile type: Publication
OpenAlex ID: W3021448757
arXiv ID: 2005.01232
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DOI: 10.1016/J.SPA.2022.09.001
description: scientific article