scientific article; zbMATH DE number 1494227
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Publication:4497381
The authors consider the Dirichlet and Neumann problems for the parabolic fully nonlinear integrodifferential Bellman equation, arising in the optimal control theory of Itô processes. Sufficient conditions are given, under which these problems have viscosity solutions Lipschitz continuous in \(x\) and Hölder continuous in \(t\) with exponent \(1/2\). For the entire collection see [Zbl 0939.00029].
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