Publication:4395224

zbMath0899.35128MaRDI QIDQ4395224

Vassili N. Kolokol'tsov

Publication date: 27 October 1998

zbMATH Keywords

Cauchy problem; well-posedness; stochastic Hamilton-Jacobi-Bellman equation; WKB-type asymptotics

Mathematics Subject Classification ID

93E20: Optimal stochastic control

60H15: Stochastic partial differential equations (aspects of stochastic analysis)

35R60: PDEs with randomness, stochastic partial differential equations

Related Items

Estimates for multiple stochastic integrals and stochastic Hamilton-Jacobi equations