Regularity Properties for General HJB Equations: A Backward Stochastic Differential Equation Method

2012 ◽  
Vol 50 (3) ◽  
pp. 1466-1501 ◽  
Author(s):  
Rainer Buckdahn ◽  
Jianhui Huang ◽  
Juan Li
Keyword(s):  
Differential Equation ◽  
Stochastic Differential Equation ◽  
Backward Stochastic Differential Equation ◽  
Equation Method ◽  
Hjb Equations ◽  
Regularity Properties ◽  
Differential Equation Method

Flood‐risk analysis based on a stochastic differential equation method

2018 ◽  
Vol 12 (S1) ◽  
Author(s):  
Ling Dai ◽  
Jianzhong Zhou ◽  
Lu Chen ◽  
Kangdi Huang ◽  
Quansen Wang ◽  
...  
Keyword(s):  
Differential Equation ◽  
Risk Analysis ◽  
Stochastic Differential Equation ◽  
Flood Risk ◽  
Equation Method ◽  
Flood Risk Analysis ◽  
Differential Equation Method
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