49 Calculus of variations and optimal control; optimization
49Lxx Hamilton-Jacobi theories, including dynamic programming
49L25 Viscosity solutions (2 articles)
- : Viscosity subsolutions and supersolutions for non-uniformly and degenerate elliptic equations. (English). Archivum Mathematicum, vol. 45 (2009), issue 1, pp. 19-35
- : On valuation of derivative securities: A Lie group analytical approach. (English). Applications of Mathematics, vol. 51 (2006), issue 1, pp. 49-61
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