Pseudo-Markovian viscosity solutions of fully nonlinear degenerate PPDEs (Q2296085)
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| Language | Label | Description | Also known as |
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| English | Pseudo-Markovian viscosity solutions of fully nonlinear degenerate PPDEs |
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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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