Stochastic Target Games and Dynamic Programming via Regularized Viscosity Solutions∗ Bruno Bouchard† Marcel Nutz‡ - Target Games - Document - PDFSEARCH.IO

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	Stochastic Target Games and Dynamic Programming via Regularized Viscosity Solutions∗ Bruno Bouchard† Marcel Nutz‡ Add to Reading List Document Date: 2015-02-12 17:31:06 Open Document File Size: 507,39 KB Share Result on Facebook Company Regularized Viscosity Solutions / / / Facility Columbia University / / Holiday Assumption / / IndustryTerm classical solutions / mathematical finance / discontinuous viscosity solution / viscosity solution / / Organization National Science Foundation / Columbia University / New York / / Person Bruno Bouchard† Marcel Nutz / Pierre Cardaliaguet / / Position player / adverse player / / ProvinceOrState New York / / SocialTag Mathematics Constructible universe Envelope Partial differential equation Local martingale Stochastic differential equation Itō diffusion Heat equation Statistics Differential equations

Stochastic Target Games and Dynamic Programming via Regularized Viscosity Solutions∗ Bruno Bouchard† Marcel Nutz‡Add to Reading List