Closed-Form Optimal Strategies of Continuous-Time Options with Stochastic Differential Equations by Wei Yan

“…The prices processes follow jump-diffusion processes (Weiner process and Poisson process). Then the corresponding Hamilton-Jacobi-Bellman (HJB) equation of the problem is represented and its solution is obtained in different conditions. …”
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Domain Structure Formation in Designing of the Opened Informative Measuring Systems by M. A. Knyazev

“…This equation is used for description of convection-reaction-diffusion processes. Such processes are used for studying of a self-organisation and formation of a structure in non-equilibrium opened systems. …”
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