Stochastic Perron for stochastic target problems (Q328468): Difference between revisions
From MaRDI portal
Normalize DOI. |
Normalize DOI. |
||
| Property / DOI | |||
| Property / DOI: 10.1007/S10957-016-0958-2 / rank | |||
| Property / DOI | |||
| Property / DOI: 10.1007/S10957-016-0958-2 / rank | |||
Normal rank | |||
Latest revision as of 14:27, 9 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic Perron for stochastic target problems |
scientific article |
Statements
Stochastic Perron for stochastic target problems (English)
0 references
20 October 2016
0 references
stochastic target problems
0 references
stochastic Perron's method
0 references
jump diffusion processes
0 references
viscosity solutions
0 references
unbounded controls
0 references
0 references
0 references
