Integro-PDE in Hilbert spaces: existence of viscosity solutions (Q345036): Difference between revisions
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| Property / zbMATH DE Number: 6656136 / rank | |||
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integro-PDE | |||
| Property / zbMATH Keywords: integro-PDE / rank | |||
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Hamilton-Jacobi-Bellman equation | |||
| Property / zbMATH Keywords: Hamilton-Jacobi-Bellman equation / rank | |||
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viscosity solutions | |||
| Property / zbMATH Keywords: viscosity solutions / rank | |||
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dynamic programming principle | |||
| Property / zbMATH Keywords: dynamic programming principle / rank | |||
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stochastic PDE | |||
| Property / zbMATH Keywords: stochastic PDE / rank | |||
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Lévy process | |||
| Property / zbMATH Keywords: Lévy process / rank | |||
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mathematical finance | |||
| Property / zbMATH Keywords: mathematical finance / rank | |||
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Revision as of 07:06, 28 June 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Integro-PDE in Hilbert spaces: existence of viscosity solutions |
scientific article |
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Integro-PDE in Hilbert spaces: existence of viscosity solutions (English)
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25 November 2016
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integro-PDE
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Hamilton-Jacobi-Bellman equation
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viscosity solutions
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dynamic programming principle
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stochastic PDE
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Lévy process
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mathematical finance
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