On the uniqueness of a solution to the Bellman equation in Sobolev's classes (Q1178912): Difference between revisions

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Latest revision as of 13:37, 15 May 2024

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On the uniqueness of a solution to the Bellman equation in Sobolev's classes
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    On the uniqueness of a solution to the Bellman equation in Sobolev's classes (English)
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    26 June 1992
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    See the review in Zbl 0738.60059.
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    Sobolev spaces
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    Bellman equations
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    unbounded coefficients
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    Itô processes
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