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].
File in questo prodotto:
| File | Dimensione | Formato | |
|---|---|---|---|
|
3 - GozziSwiechZhouSICON2005.pdf
Solo gestori archivio
Tipologia:
Documento in Post-print
Licenza:
DRM non definito
Dimensione
159.52 kB
Formato
Adobe PDF
|
159.52 kB | Adobe PDF | Visualizza/Apri |
Pubblicazioni consigliate
Caricamento pubblicazioni consigliate
I documenti in IRIS sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.
