Stochastic Perron’s method and verification without smoothness using viscosity comparison: Obstacle problems and Dynkin games (Q5401378): Difference between revisions
From MaRDI portal
Set profile property. |
Changed an Item |
||
Property / arXiv ID | |||
Property / arXiv ID: 1112.4904 / rank | |||
Normal rank |
Revision as of 01:55, 20 April 2024
scientific article; zbMATH DE number 6269498
Language | Label | Description | Also known as |
---|---|---|---|
English | Stochastic Perron’s method and verification without smoothness using viscosity comparison: Obstacle problems and Dynkin games |
scientific article; zbMATH DE number 6269498 |
Statements
Stochastic Perron’s method and verification without smoothness using viscosity comparison: Obstacle problems and Dynkin games (English)
0 references
13 March 2014
0 references
stochastic Perron method
0 references
viscosity solutions
0 references
obstacle problems
0 references
Dynkin games
0 references
first hitting times
0 references
stopping regions
0 references
non-smooth verification
0 references
comparison principle
0 references