Convex Hamilton-Jacobi equations under superlinear growth conditions on data
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Publication:538471
DOI10.1007/S00245-010-9122-9zbMath1223.35115arXiv0810.1435OpenAlexW1984720079MaRDI QIDQ538471
Publication date: 25 May 2011
Published in: Applied Mathematics and Optimization (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/0810.1435
backward stochastic differential equationsHamilton-Jacobi-Bellman equationsunbounded solutionsunbounded stochastic control problems
Degenerate parabolic equations (35K65) Maximum principles in context of PDEs (35B50) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25) Viscosity solutions to PDEs (35D40) Hamilton-Jacobi equations (35F21)
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