scientific article; zbMATH DE number 1494227

MaRDI QIDQ4497381zbMATH OpenFDO

Authors Henrikas Pragarauskas, R. Mikulevicius

Publication date 26 April 2001

Mathematics Subject Classification ID

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

Recommendations

• scientific article; zbMATH DE number 868180
• scientific article; zbMATH DE number 970596
• Nonlinear potentials of the Cauchy-Dirichlet problem for the integrodifferential Bellman equation

Cited in

(12)

• scientific article; zbMATH DE number 775008 (Why is no real title available?)
• Existence of \(C^\alpha \) solutions to integro-PDEs
• Regularity properties of viscosity solutions of integro-partial differential equations of Hamilton-Jacobi-Bellman type
• Stochastic representations for solutions to parabolic Dirichlet problems for nonlocal Bellman equations
• Viscosity solutions to HJB equations for boundary-noise and boundary-control problems
• Remarks on Schauder estimates and existence of classical solutions for a class of uniformly parabolic Hamilton-Jacobi-Bellman integro-PDEs
• scientific article; zbMATH DE number 78058 (Why is no real title available?)
• 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

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4497381)