Stochastic viscosity solutions for nonlinear stochastic partial differential equations. Part I
Author:
Publisher
Elsevier BV
Subject
Applied Mathematics,Modeling and Simulation,Statistics and Probability
Reference19 articles.
1. Stochastic Control of Partially Observable Systems;Bensoussan,1992
2. Buckdahn, R., Ma, J., 2001. Stochastic viscosity solution for nonlinear partial differential equations (Part II), Stochastic Process. Appl. 93 (2001) 205–228.
3. Viscosity solutions and applications;Bardi,1997
4. Viscosity solutions of Hamilton–Jacobi equations;Crandall;Trans. Amer. Math. Soc.,1983
5. User's guide to viscosity solutions of second order partial differential equations;Crandall;Bull. Amer. Math. Soc. (NS),1992
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