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Probabilistic Solutions for a Class of Path-Dependent Hamilton-Jacobi-Bellman Equations

✍ Scribed by Xu, Yuhong

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Lower semicontinuous solutions for a cla

✍ O. Cârją 📂 Article 📅 1996 🏛 Springer 🌐 English ⚖ 840 KB

On the singular set for solutions to a c

✍ Paolo Albano 📂 Article 📅 2002 🏛 SP Birkhäuser Verlag Basel 🌐 English ⚖ 256 KB

Probabilistic interpretation of a couple

✍ Rainer Buckdahn; Ying Hu 📂 Article 📅 2010 🏛 Springer 🌐 English ⚖ 231 KB

An asymptotic formula for solutions of H

✍ Shigeaki Koike 📂 Article 📅 1987 🏛 Elsevier Science 🌐 English ⚖ 439 KB

Sobolev Weak Solutions of the Hamilton--

✍ Wei, Lifeng; Wu, Zhen; Zhao, Huaizhong 📂 Article 📅 2014 🏛 Society for Industrial and Applied Mathematics 🌐 English ⚖ 313 KB

Classical Global Solutions for a Class o

✍ Jaime Cruz-Sampedro 📂 Article 📅 2009 🏛 SP Birkhäuser Verlag Basel 🌐 English ⚖ 166 KB