Uniqueness of viscosity solutions of stochastic Hamilton-Jacobi equations (Q2153090): Difference between revisions

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Language	Label	Description	Also known as
English	Uniqueness of viscosity solutions of stochastic Hamilton-Jacobi equations	scientific article

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scholarly article

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Uniqueness of viscosity solutions of stochastic Hamilton-Jacobi equations (English)

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Acta Mathematica Scientia. Series B. (English Edition)

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publication date

1 July 2022

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full work available at URL

https://arxiv.org/abs/1807.04882

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zbMATH Keywords

stochastic Hamilton-Jacobi equation

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optimal stochastic control

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backward stochastic partial differential equation

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viscosity solution

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MaRDI profile type

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\(L^p\) solutions of backward stochastic differential equations.

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Pathwise Stochastic Control Problems and Stochastic HJB Equations

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Functional Itō calculus and stochastic integral representation of martingales

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User’s guide to viscosity solutions of second order partial differential equations

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L<sup>p</sup>- Theory for fully nonlinear uniformly parabolic equations

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Stochastic Equations in Infinite Dimensions

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\(L ^{p }\) theory for super-parabolic backward stochastic partial differential equations in the whole space

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On viscosity solutions of path dependent PDEs

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Viscosity solutions of fully nonlinear parabolic path dependent PDEs. I.

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Stochastic Differential Equations in Infinite Dimensions

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A Constrained Control Problem with Degenerate Coefficients and Degenerate Backward SPDEs with Singular Terminal Condition

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On semi-linear degenerate backward stochastic partial differential equations

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On the definition of viscosity solutions for parabolic equations

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A weak version of path-dependent functional Itô calculus

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Fully nonlinear stochastic partial differential equations: non-smooth equations and applications

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Optimal control of diffusion processes and hamilton–jacobi–bellman equations part 2 : viscosity solutions and uniqueness

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On viscosity solution of functional Hamilton-Jacobi type equations for hereditary systems

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On non-Markovian forward-backward SDEs and backward stochastic PDEs

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Stochastic differential equations. An introduction with applications.

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Stochastic partial differential equations and filtering of diffusion processes

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Stochastic Hamilton–Jacobi–Bellman Equations

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Weak solution for a class of fully nonlinear stochastic Hamilton-Jacobi-Bellman equations

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Viscosity Solutions of Stochastic Hamilton--Jacobi--Bellman Equations

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Maximum principle for quasi-linear backward stochastic partial differential equations

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Semi-linear systems of backward stochastic partial differential equations in \(\mathbb{R}^n\)

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On the Cauchy problem for backward stochastic partial differential equations in Hölder spaces

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On the regularity theory of fully nonlinear parabolic equations: I

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Identifiers

zbMATH Open document ID

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Mathematics Subject Classification ID

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zbMATH DE Number

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10.1007/S10473-019-0314-3

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Sitelinks

Mathematics(1 entry)

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