Stochastic Interpretation for The Dirichlet-Poisson Problem with Measurable Drift

Details Stochastic Interpretation for The Dirichlet-Poisson Problem with Measurable Drift Stochastic Interpretation for The Dirichlet-Poisson Problem with Measurable Drift

2012-03-08

arxiv.org/abs/1203.1774v2

Mathematics

Optimization and Control

Scientific paper

In this note, we show the stochastic interpretation for the solution of the
Dirichlet-Poisson Problem with bounded, measurable drift and prove it is a
viscosity solution as well.

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