Stochastic Perron’s method and verification without smoothness using viscosity comparison: The linear case (Q2845880): Difference between revisions

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Property / cites work: User’s guide to viscosity solutions of second order partial differential equations / rank
 
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Property / cites work: Perron's method for Hamilton-Jacobi equations / rank
 
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Latest revision as of 19:26, 6 July 2024

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Stochastic Perron’s method and verification without smoothness using viscosity comparison: The linear case
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    Stochastic Perron’s method and verification without smoothness using viscosity comparison: The linear case (English)
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    3 September 2013
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    Perron method
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    viscosity solution
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    non-smooth verification
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    comparison principle
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