Stochastic Perron for stochastic target problems (Q328468): Difference between revisions

@@ Property / Mathematics Subject Classification ID @@
+E20
@@ Property / Mathematics Subject Classification ID: 93E20 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+L20
@@ Property / Mathematics Subject Classification ID: 49L20 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+L25
@@ Property / Mathematics Subject Classification ID: 49L25 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+G46
@@ Property / Mathematics Subject Classification ID: 60G46 / rank @@
+Normal rank
@@ Property / zbMATH DE Number @@
+6641403
@@ Property / zbMATH DE Number: 6641403 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+stochastic target problems
@@ Property / zbMATH Keywords: stochastic target problems / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+stochastic Perron's method
@@ Property / zbMATH Keywords: stochastic Perron's method / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+jump diffusion processes
@@ Property / zbMATH Keywords: jump diffusion processes / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+viscosity solutions
@@ Property / zbMATH Keywords: viscosity solutions / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+unbounded controls
@@ Property / zbMATH Keywords: unbounded controls / rank @@
+Normal rank

Revision as of 03:32, 28 June 2023