Probabilistic Solutions for a Class of Path-Dependent Hamilton-Jacobi-Bellman Equations (Q5298846): Difference between revisions

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-Yu-hong Xu
@@ Property / author: Yu-hong Xu / rank @@
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+Yu-hong Xu
@@ Property / author: Yu-hong Xu / rank @@
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+MaRDI publication profile
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+https://doi.org/10.1080/07362994.2013.776881
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+W1987189950
@@ Property / OpenAlex ID: W1987189950 / rank @@
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@@ Property / cites work @@
+User’s guide to viscosity solutions of second order partial differential equations
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+Q5709400
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+Stopping times and related Itô's calculus with \(G\)-Brownian motion
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+Q4029028
@@ Property / cites work: Q4029028 / rank @@
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+Backward doubly stochastic differential equations and systems of quasilinear SPDEs
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+A Generalized dynamic programming principle and hamilton-jacobi-bellman equation
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+Stochastic Hamilton–Jacobi–Bellman Equations
@@ Property / cites work: Stochastic Hamilton–Jacobi–Bellman Equations / rank @@
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@@ Property / cites work @@
+Multi-dimensional \(G\)-Brownian motion and related stochastic calculus under \(G\)-expectation
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@@ Property / cites work @@
+Stochastic calculus for finance. II: Continuous-time models.
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@@ links / mardi / name / links / mardi / name @@
+Publication:5298846