Pseudo-Markovian viscosity solutions of fully nonlinear degenerate PPDEs (Q2296085)
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scientific article; zbMATH DE number 7168350
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| English | Pseudo-Markovian viscosity solutions of fully nonlinear degenerate PPDEs |
scientific article; zbMATH DE number 7168350 |
Statements
Pseudo-Markovian viscosity solutions of fully nonlinear degenerate PPDEs (English)
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17 February 2020
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path dependent PDEs
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viscosity solutions
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comparison principle
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stochastic HJB equations
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Isaacs equations
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0.8536665439605713
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0.8499746322631836
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0.8373672962188721
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0.8364900946617126
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0.8316463232040405
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