Systems of variational inequalities for non-local operators related to optimal switching problems: existence and uniqueness (Q470888): Difference between revisions

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+W2047143952
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+.4520
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+Second-order elliptic integro-differential equations: viscosity solutions' theory revisited
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+Viscosity solutions for a system of integro-PDEs and connections to optimal switching and control of jump-diffusion processes
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+ON A FINITE HORIZON STARTING AND STOPPING PROBLEM WITH RISK OF ABANDONMENT
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+Multi-dimensional BSDE with oblique reflection and optimal switching
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+Switching problem and related system of reflected backward SDEs
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+A ``maximum principle for semicontinuous functions'' applicable to integro-partial differential equations
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+Systems of variational inequalities in the context of optimal switching problems and operators of Kolmogorov type
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+Optimal stopping, free boundary, and American option in a jump-diffusion model
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