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"Path-Dependent Hamilton-Jacobi Equations with Super-Quadratic Growth in ..."

Erhan Bayraktar, Christian Keller (2022)

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DOI: 10.1137/21M1395557

access: closed

type: Journal Article

metadata version: 2022-07-25

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Erhan Bayraktar, Christian Keller:
Path-Dependent Hamilton-Jacobi Equations with Super-Quadratic Growth in the Gradient and the Vanishing Viscosity Method. SIAM J. Control. Optim. 60(3): 1690-1711 (2022)

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