On infinitesimal generators of sublinear Markov semigroups
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Publication:2231238
Publication date: 29 September 2021
Published in: Osaka Journal of Mathematics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1909.08324
Semigroups of nonlinear operators (47H20) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25) Transition functions, generators and resolvents (60J35) Nonlinear evolution equations (47J35)
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Robust utility maximization with nonlinear continuous semimartingales ⋮ Nonlinear continuous semimartingales ⋮ Maximal inequalities and some applications
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