Weak solution for a class of fully nonlinear stochastic Hamilton–Jacobi–Bellman equations

2016/10/07 by Jinniao Qiu · 2 citations
Economics, Econometrics and Finance · Mathematics · #Stochastic processes and financial applications #Mathematical Biology Tumor Growth #Nonlinear Partial Differential Equations

paper · doi:10.1016/j.spa.2016.09.010

Citations

• On non-Markovian forward–backward SDEs and backward stochastic PDEs

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