Systems of variational inequalities in the context of optimal switching problems and operators of Kolmogorov type (Q741307): Difference between revisions
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Latest revision as of 02:45, 10 December 2024
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| English | Systems of variational inequalities in the context of optimal switching problems and operators of Kolmogorov type |
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Systems of variational inequalities in the context of optimal switching problems and operators of Kolmogorov type (English)
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11 September 2014
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obstacle problem
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Kolmogorov equation
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reflected backward stochastic differential equation
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sub- and supersolutions
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