Hamilton-Jacobi-Bellman Equations Associated to Symmetric Stable Processes (Q2999423): Difference between revisions

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Property / cites work: Continuous dependence estimates for viscosity solutions of integro-PDEs / rank
 
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Latest revision as of 01:46, 4 July 2024

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Hamilton-Jacobi-Bellman Equations Associated to Symmetric Stable Processes
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    Hamilton-Jacobi-Bellman Equations Associated to Symmetric Stable Processes (English)
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    13 May 2011
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    stochastic control
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    viscosity solutions
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    jump-diffusion processes
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    stable processes
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