A PDE approach to stochastic invariance

Discrete and Continuous Dynamical Systems

Volumn 6, Issue 3, 2000, Pages 651-664

  Ishii, Hitoshi ^a   Loreti, Paola ^b   Tessitore, Maria Elisabetta ^c  

^a TOKYO METROPOLITAN UNIVERSITY   (Japan)

^b SAPIENZA UNIVERSITY OF ROME   (Italy)

^c UNIVERSITY OF ROME TOR VERGATA   (Italy)

Author keywords

Invariance property; Second order Hamilton Jacobi Bellman equation; Stochastic differential equations; Viscosity solutions

Indexed keywords

EID: 0034384316     PISSN: 10780947     EISSN: None     Source Type: Journal    
DOI: 10.3934/dcds.2000.6.651     Document Type: Article

References (18)

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