A strong comparison result for the bellman equation arising in stochastic exit time control problems and its applications

DOI10.1080/03605309808821409zbMath0919.35009OpenAlexW2044831824MaRDI QIDQ4228066

Publication date: 29 August 1999

Published in: Communications in Partial Differential Equations (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03605309808821409

zbMATH Keywords

Hamilton-Jacobi-Bellman equation comparison theorem Dirichlet boundary conditions viscosity solutions

Mathematics Subject Classification ID

Oscillation, zeros of solutions, mean value theorems, etc. in context of PDEs (35B05) A priori estimates in context of PDEs (35B45) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60)

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Cites Work