Stochastic Perron’s method and verification without smoothness using viscosity comparison: The linear case
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Publication:2845880
DOI10.1090/S0002-9939-2012-11336-XzbMath1279.60056MaRDI QIDQ2845880
Publication date: 3 September 2013
Published in: Proceedings of the American Mathematical Society (Search for Journal in Brave)
Degenerate parabolic equations (35K65) Applications of stochastic analysis (to PDEs, etc.) (60H30) Martingales and classical analysis (60G46) Second-order parabolic equations (35K10)
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