A probabilistic approach to interior regularity of fully nonlinear degenerate elliptic equations in smooth domains (Q360367): Difference between revisions

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+E20
@@ Property / Mathematics Subject Classification ID: 93E20 / rank @@
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+N60
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+6201593
@@ Property / zbMATH DE Number: 6201593 / rank @@
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@@ Property / zbMATH Keywords @@
+fully nonlinear degenerate elliptic equations
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@@ Property / zbMATH Keywords @@
+interior regularity
@@ Property / zbMATH Keywords: interior regularity / rank @@
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@@ Property / zbMATH Keywords @@
+controlled diffusion processes
@@ Property / zbMATH Keywords: controlled diffusion processes / rank @@
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@@ Property / zbMATH Keywords @@
+stochastic optimal control in a domain
@@ Property / zbMATH Keywords: stochastic optimal control in a domain / rank @@
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@@ Property / zbMATH Keywords @@
+degenerate Bellman equation
@@ Property / zbMATH Keywords: degenerate Bellman equation / rank @@
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@@ Property / zbMATH Keywords @@
+smooth domains
@@ Property / zbMATH Keywords: smooth domains / rank @@
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@@ Property / zbMATH Keywords @@
+Dirichlet boundary data
@@ Property / zbMATH Keywords: Dirichlet boundary data / rank @@
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@@ Property / arXiv ID: 1112.5692 / rank @@
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+On time-inhomogeneous controlled diffusion processes in domains
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+Q4190545
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+Q3962901
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+Q3946060
@@ Property / cites work: Q3946060 / rank @@
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@@ Property / cites work @@
+Traditional proof of Bellman's equation for controlled diffusion processes
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@@ Property / cites work @@
+Adapting some ideas from stochastic control theory to studying the heat equation in closed smooth domains
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+Q4682146
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+Publication:360367