On classical solutions of boundary value problems for certain nonlinear integro-differential equations (Q1901209)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 813147
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | On classical solutions of boundary value problems for certain nonlinear integro-differential equations |
scientific article; zbMATH DE number 813147 |
Statements
On classical solutions of boundary value problems for certain nonlinear integro-differential equations (English)
0 references
7 November 1995
0 references
The authors consider nonlinear convex parabolic integro-differential equations of second order. The solvability of the Dirichlet and Neumann boundary value problems in the class of functions \(C^{2+\alpha}\) are proved using methods of the theory of stochastic processes. Applications to the Bellman equation arising in the theory of controlled stochastic processes are given.
0 references
nonlinear convex parabolic integro-differential equations of second order
0 references
Dirichlet and Neumann boundary value problems
0 references
Bellman equation
0 references
controlled stochastic processes
0 references
0 references
0.9315507411956788
0 references
0.8401110172271729
0 references
0.8012557625770569
0 references
