Publication:3724783
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zbMath0594.35019MaRDI QIDQ3724783
Wendell H. Fleming, Panagiotis E. Souganidis
Publication date: 1986
Markov diffusion processviscosity solution methodminimum exit probabilitynonlinear first order PDE of Hamilton-Jacobi
Differential games (aspects of game theory) (91A23) First-order nonlinear hyperbolic equations (35L60) Nonlinear first-order PDEs (35F20) Large deviations (60F10) Boundary value problems for nonlinear first-order PDEs (35F30)
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