Hamilton-Jacobi-Bellman Equations Associated to Symmetric Stable Processes (Q2999423)
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scientific article; zbMATH DE number 5887627
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| English | Hamilton-Jacobi-Bellman Equations Associated to Symmetric Stable Processes |
scientific article; zbMATH DE number 5887627 |
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Hamilton-Jacobi-Bellman Equations Associated to Symmetric Stable Processes (English)
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13 May 2011
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stochastic control
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viscosity solutions
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jump-diffusion processes
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stable processes
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0.91948617
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0.9150932
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0.9127613
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0.9050747
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0.90078235
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0.89855814
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