Hamilton-Jacobi-Bellman equations associated to symmetric stable processes
06-12, Reports on Stochastics and Statistics and Optimization
Keywords: stochastic control, viscosity solutions, jump-diffusion processes, symmetric stable processes
- 93E20 Optimal stochastic control
- 49L25 Viscosity solutions
- 60J75 Jump processes
The author(s) agree, that this abstract may be stored as full text and distributed as such by abstracting services.