An Approximation Scheme for Semilinear Parabolic PDEs with Convex and Coercive Hamiltonians (Q5208749): Difference between revisions

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Latest revision as of 10:31, 30 July 2024

scientific article; zbMATH DE number 7149736
Language Label Description Also known as
English
An Approximation Scheme for Semilinear Parabolic PDEs with Convex and Coercive Hamiltonians
scientific article; zbMATH DE number 7149736

    Statements

    An Approximation Scheme for Semilinear Parabolic PDEs with Convex and Coercive Hamiltonians (English)
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    10 January 2020
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    splitting
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    Feynman-Kac formula
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    Hopf-Lax formula
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    viscosity solutions
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    shaking coefficients technique
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    optimal switching approximation
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