Hamilton-Jacobi-Bellman Equations Associated to Symmetric Stable Processes
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Publication:2999423
DOI10.2478/V10157-010-0044-2zbMATH Open1224.93137OpenAlexW2016848285MaRDI QIDQ2999423FDOQ2999423
Authors: Adrian Zalinescu 
Publication date: 13 May 2011
Published in: Annals of the Alexandru Ioan Cuza University - Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2478/v10157-010-0044-2
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Cites Work
Cited In (6)
- On \(L^p\)-estimates of stochastic integrals
- Ergodic type Bellman equations of first order with quadratic Hamiltonian
- Title not available (Why is that?)
- HJB equations with gradient constraint associated with controlled jump-diffusion processes
- On a class of singular stochastic control problems driven by Lévy noise
- A fractional Hamilton Jacobi Bellman equation for scaled limits of controlled continuous time random walks
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