Hamilton-Jacobi theory and the stochastic elementary formula

DOI10.1142/9789814360920_0012zbMATH Open1264.35003OpenAlexW2189858267MaRDI QIDQ4906099FDOQ4906099

Authors: Andrew Neate, Aubrey Truman 

Publication date: 21 February 2013

Published in: Interdisciplinary Mathematical Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1142/9789814360920_0012

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zbMATH Keywords

Hamilton-Jacobi-Bellman equationBurges equationElworthy-Truman formula

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Hamilton-Jacobi equations (35F21) PDEs with randomness, stochastic partial differential equations (35R60) Research exposition (monographs, survey articles) pertaining to partial differential equations (35-02)

Cited In (4)

• Isovectors for the Hamilton-Jacobi-Bellman equation, formal stochastic differentials and constants of motion in Euclidean quantum mechanics
• The stochastic Hamilton-Jacobi equation
• Title not available (Why is that?)
• Title not available (Why is that?)

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