A complex parabolic type Monge-Ampère equation

zbMath0870.93050MaRDI QIDQ678105

Juan-Miguel Gracia

Publication date: 15 September 1997

Published in: Applied Mathematics and Optimization (Search for Journal in Brave)

zbMATH Keywords

stochastic optimal control; Monge-Amère equation

Mathematics Subject Classification ID

35K60: Nonlinear initial, boundary and initial-boundary value problems for linear parabolic equations

93E20: Optimal stochastic control

60H30: Applications of stochastic analysis (to PDEs, etc.)