Controlled Markov Processes and Viscosity SolutionsWendell H. Fleming, Halil Mete Soner2005-01-01article2,698 citationsclosedNo readable copy stored yet — this record is metadata only.Stochastic processes and financial applicationsNonlinear Partial Differential EquationsAdaptive Dynamic Programming ControlAbstractNo abstract was published for this record.Citations in this libraryStored only when both papers are in the corpus — 2,698 citations exist upstream.References1973The Pricing of Options and Corporate Liabilities2007Brownian Motion and Stochastic Calculus1983Stochastic Differential Equations and Diffusion Processes1988Game-Theoretical Control Problems1986Optimal control of production rate in a failure prone manufacturing systemCited by2007Mean field games1997Backward Stochastic Differential Equations in Finance1997Martingale Methods in Financial Modelling2000Continuous-Time Mean-Variance Portfolio Selection: A Stochastic LQ Framework2003A Quartet of Semigroups for Model Specification, Robustness, Prices of Risk, and Model Detection1994Optimal Investment and Consumption with Transaction Costs2007G-Expectation, G-Brownian Motion and Related Stochastic Calculus of Itô Type2019Nonlinear Expectations and Stochastic Calculus under Uncertainty