Uniqueness of viscosity solutions of stochastic Hamilton-Jacobi equations (Q2153090)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Uniqueness of viscosity solutions of stochastic Hamilton-Jacobi equations |
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Uniqueness of viscosity solutions of stochastic Hamilton-Jacobi equations |
scientific article |
Statements
Uniqueness of viscosity solutions of stochastic Hamilton-Jacobi equations (English)
0 references
1 July 2022
0 references
stochastic Hamilton-Jacobi equation
0 references
optimal stochastic control
0 references
backward stochastic partial differential equation
0 references
viscosity solution
0 references
0 references
0 references
0 references
0 references
0 references
0 references
