D. Criens

activity

20162026

most citedNonlinear Semimartingales and Markov Processes with Jumps

1 citations · 1 across the 14 of their papers we have counts for

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math.AP2024

Stochastic optimal control problems with measurable coefficients and $L_{d}$ -drift

David Criens

We consider controlled stochastic differential equations (SDEs) with measurable coefficients, a uniformly elliptic diffusion coefficient and an $L_{d}$ -drift. No space-regularity wil…

math.AP2023

A convergence theorem for Crandall-Lions viscosity solutions to path-dependent Hamilton-Jacobi-Bellman PDEs

David Criens

We establish a convergence theorem for Crandall-Lions viscosity solutions to path-dependent Hamilton-Jacobi-Bellman PDEs. Our proof is based on a novel convergence theorem for dyna…

Stochastic optimal control problems with measurable coefficients and Ld​-drift

A convergence theorem for Crandall-Lions viscosity solutions to path-dependent Hamilton-Jacobi-Bellman PDEs

Stochastic optimal control problems with measurable coefficients and $L_{d}$ -drift