Integro-PDE in Hilbert spaces: existence of viscosity solutions (Q345036)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Integro-PDE in Hilbert spaces: existence of viscosity solutions |
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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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