Impulse Control of Multidimensional Jump Diffusions (Q3083266): Difference between revisions
From MaRDI portal
Set profile property. |
Changed an Item |
||
| (One intermediate revision by one other user not shown) | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2081766885 / rank | |||
Normal rank | |||
| Property / arXiv ID | |||
| Property / arXiv ID: 0912.3297 / rank | |||
Normal rank | |||
Latest revision as of 13:56, 19 April 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Impulse Control of Multidimensional Jump Diffusions |
scientific article |
Statements
Impulse Control of Multidimensional Jump Diffusions (English)
0 references
21 March 2011
0 references
controlled jump-diffusion
0 references
viscosity solution
0 references
quasi-variational inequality
0 references
regularity
0 references
