A Corrected Proof of the Stochastic Verification Theorem within the Framework of Viscosity Solutions
نویسندگان
چکیده
We present a full and corrected proof of the stochastic verification theorem that was first obtained by X. Y. Zhou, J. Yong and X. Li, Stochastic Verification theorems within the framework of viscosity solutions, SIAM J. Control Optim., 35 (1997), pp. 243–253.
منابع مشابه
Erratum: "A Corrected Proof of the Stochastic Verification Theorem within the Framework of Viscosity Solutions"
We correct the proof of Theorem 4.1 in Gozzi, Świe֒ch and Zhou [SIAM J. Control Optim., 43 (2005), pp. 2009–2019] by imposing additional conditions on the viscosity subsolution U .
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ورودعنوان ژورنال:
- SIAM J. Control and Optimization
دوره 43 شماره
صفحات -
تاریخ انتشار 2005