CASL-HJX: A Comprehensive Guide to Solving Deterministic and Stochastic Hamilton-Jacobi Equations

Fuente: arXiv

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Bibliographic Details
Main Authors:	Rajabi, Faranak, Fingerman, Jacob, Wang, Andrew, Moehlis, Jeff, Gibou, Frederic
Format:	Preprint
Published:	2025
Subjects:	Optimization and Control Computational Engineering, Finance, and Science Numerical Analysis 35Q93 (Primary), 49L25, 65M06, 65M70 (Secondary) G.1.8; I.6.1; J.3
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2505.11527