Regularity of the Optimal Stopping Problem for Jump Diffusions (Q2910907): Difference between revisions
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Latest revision as of 10:49, 19 April 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Regularity of the Optimal Stopping Problem for Jump Diffusions |
scientific article |
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Regularity of the Optimal Stopping Problem for Jump Diffusions (English)
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12 September 2012
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optimal stopping
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variational inequality
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Lévy process
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regularity of the value function
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smooth-fit principle
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Sobolev spaces
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