On classical solutions of boundary value problems for certain nonlinear integro-differential equations (Q1901209)
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| English | On classical solutions of boundary value problems for certain nonlinear integro-differential equations |
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On classical solutions of boundary value problems for certain nonlinear integro-differential equations (English)
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7 November 1995
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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.
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nonlinear convex parabolic integro-differential equations of second order
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Dirichlet and Neumann boundary value problems
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Bellman equation
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controlled stochastic processes
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