The viability property of controlled jump diffusion processes (Q2519342): Difference between revisions

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+Q3971014
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+Viability for constrained stochastic differential equations
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+Existence of stochastic control under state constraints
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+Stochastic differential equations of jump type and Lévy processes in diffeomorphisms group
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+Equqtions D'Hamilton-Jacobi Du Premier Ordre Avec Termes Intégro-Différentiels
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+Viscosity Solutions of Hamilton-Jacobi Equations
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+Optimal control of diffustion processes and hamilton-jacobi-bellman equations part I: the dynamic programming principle and application
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