scientific article; zbMATH DE number 6458606

zbMATH Open1316.60110MaRDI QIDQ5262365FDOQ5262365

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)

• Title not available (Why is no real title available?)
• Title not available (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
• Title not available (Why is no real title available?)
• Title not available (Why is no real title available?)

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