An Approximation Scheme for Semilinear Parabolic PDEs with Convex and Coercive Hamiltonians (Q5208749)
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scientific article; zbMATH DE number 7149736
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An Approximation Scheme for Semilinear Parabolic PDEs with Convex and Coercive Hamiltonians |
scientific article; zbMATH DE number 7149736 |
Statements
An Approximation Scheme for Semilinear Parabolic PDEs with Convex and Coercive Hamiltonians (English)
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10 January 2020
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splitting
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Feynman-Kac formula
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Hopf-Lax formula
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viscosity solutions
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shaking coefficients technique
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optimal switching approximation
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