Exit Problems as the Generalized Solutions of Dirichlet Problems (Q5232228)
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scientific article; zbMATH DE number 7100187
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Exit Problems as the Generalized Solutions of Dirichlet Problems |
scientific article; zbMATH DE number 7100187 |
Statements
Exit Problems as the Generalized Solutions of Dirichlet Problems (English)
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30 August 2019
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stochastic control problem
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HJB equation
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Dirichlet boundary
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generalized viscosity solution
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a-stable process
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fractional Laplacian operator
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fine topology
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