scientific article; zbMATH DE number 6458606

MaRDI QIDQ5262365zbMATH OpenFDO

Authors Elena Kosygina, Fraydoun Rezakhanlou, S. R. S. Varadhan

Publication date 13 July 2015

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Hamilton-Jacobi equations (35F21) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35)

Cited in

(9)

• scientific article; zbMATH DE number 1375121 (Why is no real title available?)
• scientific article; zbMATH DE number 497467 (Why is no real title available?)
• Probabilistic interpretation of a system of coupled Hamilton-Jacobi-Bellman-Isaacs equations
• Stochastic homogenization of certain nonconvex Hamilton-Jacobi equations
• Homogenization for stochastic Hamilton-Jacobi equations
• Limit theorem for controlled backward SDEs and homogenization of Hamilton-Jacobi-Bellman equations
• Hamilton-Jacobi-Bellman Equations Associated to Symmetric Stable Processes
• scientific article; zbMATH DE number 5190464 (Why is no real title available?)
• scientific article; zbMATH DE number 5366618 (Why is no real title available?)

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