On the uniqueness of a solution to the Bellman equation in Sobolev's classes (Q3363447)
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scientific article; zbMATH DE number 4216189
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| English | On the uniqueness of a solution to the Bellman equation in Sobolev's classes |
scientific article; zbMATH DE number 4216189 |
Statements
1991
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Sobolev spaces
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Bellman equations
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unbounded coefficients
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Itô processes
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0.859561562538147
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0.8218989372253418
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0.8135939836502075
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