Stochastic representations for solutions to parabolic Dirichlet problems for nonlocal Bellman equations (Q2299580)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic representations for solutions to parabolic Dirichlet problems for nonlocal Bellman equations |
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Stochastic representations for solutions to parabolic Dirichlet problems for nonlocal Bellman equations (English)
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21 February 2020
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viscosity solution
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integro-PDE
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Hamilton-Jacobi-Bellman equation
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dynamic programming principle
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stochastic representation formula
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value function
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Lévy process
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