A deterministic-control-based approach to fully nonlinear parabolic and elliptic equations

Keyphrases

• Fully Nonlinear Parabolic Equations 100%
• Fully Nonlinear Elliptic Equations 100%
• Min-max 50%
• Second Order Parabolic PDE 50%
• Semi-discrete 50%
• Hamilton-Jacobi-Bellman Equation 50%
• Second-order Elliptic PDE 50%
• Stochastic Representation 50%
• Second-order PDEs 50%
• Viscosity Solutions 50%

Mathematics

• Viscosity Solution 33%
• Bellman Equation 33%
• Cheridito 33%
• Min-Max 33%