Viscosity Solutions of Second Order Path-Dependent Partial Differential Equations and Applications

MaRDI QIDQ6534128arXivFDO

Authors Shanjian Tang, Jianjun Zhou

Published in arXiv

Mathematics Subject Classification ID

Dynamic programming in optimal control and differential games (49L20) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25) Applications of stochastic analysis (to PDEs, etc.) (60H30) Optimal stochastic control (93E20)

This page was built for publication: Viscosity Solutions of Second Order Path-Dependent Partial Differential Equations and Applications

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6534128)