scientific article; zbMATH DE number 1163648

MaRDI QIDQ4395224zbMATH OpenFDO

Authors Vassili Kolokoltsov

Publication date 27 October 1998

zbMATH Keywords

Cauchy problemstochastic Hamilton-Jacobi-Bellman equationwell-posednessWKB-type asymptotics

Mathematics Subject Classification ID

PDEs with randomness, stochastic partial differential equations (35R60) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Optimal stochastic control (93E20)

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Cited in

(1)

• Estimates for multiple stochastic integrals and stochastic Hamilton-Jacobi equations

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