A probabilistic approach to interior regularity of fully nonlinear degenerate elliptic equations in smooth domains
type: Item
instance of: scholarly article
title: A probabilistic approach to interior regularity of fully nonlinear degenerate elliptic equations in smooth domains
zbMATH Open document ID: 1269.93141
published in: Applied Mathematics and Optimization
publication date: 2013-08-26T00:00:00Z
full work available at URL: https://arxiv.org/abs/1112.5692
Mathematics Subject Classification ID: 93E20
Mathematics Subject Classification ID: 49N60
zbMATH DE Number: 6201593
zbMATH Keywords: fully nonlinear degenerate elliptic equations
zbMATH Keywords: interior regularity
zbMATH Keywords: controlled diffusion processes
zbMATH Keywords: stochastic optimal control in a domain
zbMATH Keywords: degenerate Bellman equation
zbMATH Keywords: smooth domains
zbMATH Keywords: Dirichlet boundary data
MaRDI profile type: Publication
OpenAlex ID: W3099547882
arXiv ID: 1112.5692
cites work: On time-inhomogeneous controlled diffusion processes in domains
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cites work: Adapting some ideas from stochastic control theory to studying the heat equation in closed smooth domains
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DOI: 10.1007/S00245-013-9194-4
author: Wei Zhou
description: scientific article; zbMATH DE number 6201593