The viability property of controlled jump diffusion processes (Q2519342): Difference between revisions

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-Xue-hong Zhu
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+Xue-hong Zhu
@@ Property / author: Xue-hong Zhu / rank @@
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+MaRDI publication profile
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@@ Property / full work available at URL @@
+https://doi.org/10.1007/s10114-008-4528-x
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+W1984631587
@@ Property / OpenAlex ID: W1984631587 / rank @@
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@@ Property / cites work @@
+Q3971014
@@ Property / cites work: Q3971014 / rank @@
+Normal rank
@@ Property / cites work @@
+Viability for constrained stochastic differential equations
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@@ Property / cites work @@
+Existence of stochastic control under state constraints
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@@ Property / cites work @@
+Stochastic differential equations of jump type and Lévy processes in diffeomorphisms group
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@@ Property / cites work @@
+Q5653395
@@ Property / cites work: Q5653395 / rank @@
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@@ Property / cites work @@
+Equqtions D'Hamilton-Jacobi Du Premier Ordre Avec Termes Intégro-Différentiels
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@@ Property / cites work @@
+Viscosity Solutions of Hamilton-Jacobi Equations
@@ Property / cites work: Viscosity Solutions of Hamilton-Jacobi Equations / rank @@
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@@ Property / cites work @@
+User’s guide to viscosity solutions of second order partial differential equations
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+The maximum principle for viscosity solutions of fully nonlinear second order partial differential equations
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+On uniqueness and existence of viscosity solutions of fully nonlinear second-order elliptic PDE's
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+Optimal control of diffustion processes and hamilton-jacobi-bellman equations part I: the dynamic programming principle and application
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