Author:
Bokanowski Olivier,Cheng Yingda,Shu Chi-Wang
Publisher
Springer Science and Business Media LLC
Subject
Applied Mathematics,Computational Mathematics
Reference22 articles.
1. Achdou, Y., Pironneau, O.: Computational methods for option pricing. In: Frontiers in Applied Mathematics, SIAM, Philadelphia (2005)
2. Bardi, M., Capuzzo-Dolcetta, I.: Optimal control and viscosity solutions of Hamilton-Jacobi-Bellman equations. In: Systems and Control: Foundations and Applications. Birkhäuser, Boston (1997)
3. Barron, E.N.: Viscosity solutions and analysis in $${L}^\infty $$ L ∞ , pp. 1–60. Proceedings of the NATO advanced Study Institute, Cambridge 1999
4. Bensoussan, A., Lions, J.L.: Inéquations variationnelles non linéaires du premier et du second ordre. C. R. Acad. Sci. Paris 276(Série A), 1411–1415 (1973)
5. Bensoussan, A., Lions, J.L.: On the support of the solution of some variational inequalities of evolution. J. Math. Soc. Jpn. 28(1), 1–17 (1976)
Cited by
11 articles.
订阅此论文施引文献
订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献