We present a full and corrected proof of the stochastic verification theorem that was first obtained by Zhou, Yong, and Li [SIAM J. Control Optim., 35 (1997), pp. 243--253].
A Corrected Proof of the Stochastic Verification Theorem within the Framework of Viscosity Solutions / Gozzi, Fausto; Swiech, A.; Zhou, X. Y.. - In: SIAM JOURNAL ON CONTROL AND OPTIMIZATION. - ISSN 0363-0129. - 43:6(2009), pp. 2009-2019.
A Corrected Proof of the Stochastic Verification Theorem within the Framework of Viscosity Solutions
GOZZI, FAUSTO;
2009
Abstract
We present a full and corrected proof of the stochastic verification theorem that was first obtained by Zhou, Yong, and Li [SIAM J. Control Optim., 35 (1997), pp. 243--253].
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