Hamilton-Jacobi-Bellman equations associated to symmetric stable processes

by    A. Zalinescu

Preprint series: 06-12, Reports on Stochastics and Statistics and Optimization

MSC:
93E20 Optimal stochastic control
49L25 Viscosity solutions
60J75 Jump processes
Keywords: stochastic control, viscosity solutions, jump-diffusion processes, symmetric stable processes

Upload: 2006-07-30


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