Existence and uniqueness of viscosity solutions for QVI associated with impulse control of jump-diffusions (Q734661): Difference between revisions

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Latest revision as of 00:48, 2 July 2024

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Existence and uniqueness of viscosity solutions for QVI associated with impulse control of jump-diffusions
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    Existence and uniqueness of viscosity solutions for QVI associated with impulse control of jump-diffusions (English)
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    13 October 2009
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    combined stochastic control
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    quasi-variational inequalities
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