A Corrected Proof of the Stochastic Verification Theorem within the Framework of Viscosity Solutions
Author:
Publisher
Society for Industrial & Applied Mathematics (SIAM)
Subject
Applied Mathematics,Control and Optimization
Link
http://epubs.siam.org/doi/pdf/10.1137/S0363012903428184
Reference7 articles.
1. User’s guide to viscosity solutions of second order partial differential equations
2. Vector Measures
3. Measure Theory
4. Continuous Martingales and Brownian Motion
5. Stochastic Controls
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