Parabolische Regularisierung einer hyperbolischen Itogleichung

DOI10.4171/ZAA/107zbMath0541.60061MaRDI QIDQ794346

Wilfried Grecksch

Publication date: 1984

Published in: Zeitschrift für Analysis und ihre Anwendungen (Search for Journal in Brave)

zbMATH Keywords

maximum principle; parabolic regularization; hyperbolic Ito-equation

Mathematics Subject Classification ID

93E20: Optimal stochastic control

60H15: Stochastic partial differential equations (aspects of stochastic analysis)

35R60: PDEs with randomness, stochastic partial differential equations