Stochastic Perron's method and verification without smoothness using viscosity comparison: the linear case (Q2845880)
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scientific article; zbMATH DE number 6204070
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| English | Stochastic Perron's method and verification without smoothness using viscosity comparison: the linear case |
scientific article; zbMATH DE number 6204070 |
Statements
3 September 2013
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Perron method
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viscosity solution
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non-smooth verification
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comparison principle
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Stochastic Perron's method and verification without smoothness using viscosity comparison: the linear case (English)
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0.8638021945953369
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0.842413067817688
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0.8155744671821594
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0.8101142644882202
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0.7899099588394165
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