Integro-PDE in Hilbert spaces: existence of viscosity solutions (Q345036)

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Integro-PDE in Hilbert spaces: existence of viscosity solutions
scientific article

    Statements

    title
    Integro-PDE in Hilbert spaces: existence of viscosity solutions (English)
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    author
    Andrzej Świȩch
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    Zabczyk, Jerzy
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    publication date
    25 November 2016
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    zbMATH Keywords
    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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    cites work
    Q4888858
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    Q3721531
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    Q3992729
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    Q2774021
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    Q4386544
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    Q4492756
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    Q3977319
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    Q4255599
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    Q2772068
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    Q3159346
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    Identifiers

    Mathematics Subject Classification ID
    49L25
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    49L20
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    35R09
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    60H15
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    60G51
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    60H30
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    35D40
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    35K60
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    49J55
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    93E20
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    91G80
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    zbMATH DE Number
    6656136
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    OpenAlex ID
    W2462293311
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