Integro-PDE in Hilbert spaces: existence of viscosity solutions
[https://portal.mardi4nfdi.de/w/index.php?title=+Special%3ASearch&search=L%EF%BF%BD%EF%BF%BDvy+process&go=Go L��vy process]Hamilton-Jacobi-Bellman equationviscosity solutionsintegro-PDEmathematical financedynamic programming principlestochastic PDE
Processes with independent increments; Lévy processes (60G51) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Viscosity solutions to PDEs (35D40) Nonlinear initial, boundary and initial-boundary value problems for linear parabolic equations (35K60) Integro-partial differential equations (35R09) Existence of optimal solutions to problems involving randomness (49J55) Dynamic programming in optimal control and differential games (49L20) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25) Applications of stochastic analysis (to PDEs, etc.) (60H30) Financial applications of other theories (91G80) Optimal stochastic control (93E20)
- Viscosity solutions of nonlinear second-order partial differential equations in hilbert spaces
- Viscosity solutions for a class of Hamilton-Jacobi equations in Hilbert spaces
- Well-posed solvability of Volterra integro-differential equations in Hilbert spaces
- Well-posed solvability of Volterra integro-differential equations in Hilbert space
- Uniqueness for integro-PDE in Hilbert spaces
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