Stochastic Perron’s method and verification without...

Proceedings of the American Mathematical Society 2012 / 10 Vol. 140; Iss. 10

Stochastic Perron’s method and verification without smoothness using viscosity comparison: The linear case

Bayraktar, Erhan, Sîrbu, Mihai
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Volume:
140
Language:
english
Journal:
Proceedings of the American Mathematical Society
DOI:
10.1090/S0002-9939-2012-11336-X
Date:
October, 2012
File:
PDF, 179 KB
english, 2012
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