Application of normal cones to the computation of solutions of the nonlinear Kolmogorov backward equation

Autor: Damjan Škulj

Publikováno v: International journal of approximate reasoning, str. 1-21, Vol. 158, Jul. 2023
COBISS-ID: 14231301
International journal of approximate reasoning, vol. 158, pp. 1-21, 2023.

A numerical approach to computing solutions of a generalized Kolmogorov backward equation is proposed, in which the stochastic matrix is replaced by a nonlinear operator obtained as the lower bound of a set of stochastic matrices. The equation is cen

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::259d99902848c61ae57b7e6d3eb65eb4
https://plus.cobiss.net/cobiss/si/en/bib/148229123