Regularity properties of viscosity solutions of integro-partial differential equations of Hamilton-Jacobi-Bellman type (Q1933589)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Regularity properties of viscosity solutions of integro-partial differential equations of Hamilton-Jacobi-Bellman type |
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Regularity properties of viscosity solutions of integro-partial differential equations of Hamilton-Jacobi-Bellman type (English)
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24 January 2013
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backward stochastic differential equations
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Brownian motion
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Poisson random measure
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time change
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Kulik transformation
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Lipschitz continuity
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semiconcavity
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value function
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terminal condition
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