scientific article; zbMATH DE number 1494227

zbMATH Open0959.60059MaRDI QIDQ4497381FDOQ4497381

Authors: Henrikas Pragarauskas, R. Mikulevicius 

Publication date: 26 April 2001

Title of this publication is not available (Why is that?)

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Mathematics Subject Classification ID

Computational methods for stochastic equations (aspects of stochastic analysis) (60H35)

Cited In (12)

• Title not available (Why is that?)
• Existence of \(C^\alpha \) solutions to integro-PDEs
• Regularity properties of viscosity solutions of integro-partial differential equations of Hamilton-Jacobi-Bellman type
• Viscosity solutions to HJB equations for boundary-noise and boundary-control problems
• Stochastic representations for solutions to parabolic Dirichlet problems for nonlocal Bellman equations
• Remarks on Schauder estimates and existence of classical solutions for a class of uniformly parabolic Hamilton-Jacobi-Bellman integro-PDEs
• Title not available (Why is that?)
• A new definition of viscosity solutions for a class of second-order degenerate elliptic integro-differential equations
• Regularity theory for second order integro-PDEs
• An analytic approach to purely nonlocal Bellman equations arising in models of stochastic control
• Nonlinear potentials of the Cauchy-Dirichlet problem for the integrodifferential Bellman equation
• On classical solutions of boundary value problems for certain nonlinear integro-differential equations

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