Regularity of the Optimal Stopping Problem for Jump Diffusions (Q2910907): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W1863143423 / rank | |||
Normal rank | |||
Revision as of 22:52, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Regularity of the Optimal Stopping Problem for Jump Diffusions |
scientific article |
Statements
Regularity of the Optimal Stopping Problem for Jump Diffusions (English)
0 references
12 September 2012
0 references
optimal stopping
0 references
variational inequality
0 references
Lévy process
0 references
regularity of the value function
0 references
smooth-fit principle
0 references
Sobolev spaces
0 references
