Stochastic Perron for stochastic target problems (Q328468)
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scientific article; zbMATH DE number 6641403
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Stochastic Perron for stochastic target problems |
scientific article; zbMATH DE number 6641403 |
Statements
Stochastic Perron for stochastic target problems (English)
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20 October 2016
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stochastic target problems
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stochastic Perron's method
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jump diffusion processes
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viscosity solutions
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unbounded controls
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0.9369395
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0.90722835
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0.89849675
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0.8871998
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0.8802327
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0.8794863
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0.8704048
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0.86722594
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0.86641806
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