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Found 20 Documents (Results 1–20)

Optimal stochastic control, stochastic target problems, and backward SDE. (English) Zbl 1256.93008

Fields Institute Monographs 29. New York, NY: Springer; Toronto: The Fields Institute for Research in the Mathematical Sciences (ISBN 978-1-4614-4285-1/hbk; 978-1-4614-4286-8/ebook). x, 214 p. (2013).
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Weak solutions of nonvariational elliptic equations. (English) Zbl 1298.35041

Bhatia, Rajendra (ed.) et al., Proceedings of the international congress of mathematicians (ICM 2010), Hyderabad, India, August 19–27, 2010. Vol. III: Invited lectures. Hackensack, NJ: World Scientific; New Delhi: Hindustan Book Agency (ISBN 978-981-4324-33-5/hbk; 978-81-85931-08-3/hbk; 978-981-4324-30-4/set; 978-981-4324-35-9/ebook). 2001-2018 (2011).
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Convergence analysis of binomial tree method for American-type path-dependent options. (English) Zbl 0978.91040

Kenmochi, N. (ed.), Proceedings of the international conference on free boundary problems: theory and applications, Chiba, Japan, November 7-13, 1999. I. Tokyo: Gakkōtosho. GAKUTO Int. Ser., Math. Sci. Appl. 13, 153-166 (2000).
MSC:  91B28
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On the Lax solution to the Hamilton–Jacobi equation and its generalizations. II. (English) Zbl 0936.35182

J. Math. Sci., New York 104, No. 5, 1411-1421 (2001); translation from Mat. Metody Fiz.-Mekh. Polya 41, No. 3, 7-15 (1998).
MSC:  35Q72 37K05
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Viscosity solutions: A primer. (English) Zbl 0901.49026

Capuzzo Dolcetta, I. (ed.) et al., Viscosity solutions and applications. Lectures given at the 2nd session of the Centro Internazionale Matematico Estivo (CIME), Montecatini Terme, Italy, June 12-20, 1995. Berlin: Springer. Lect. Notes Math. 1660, 1-43 (1997).
Reviewer: P.Cannarsa (Roma)
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