Systems of integro-PDEs with interconnected obstacles and multi-modes switching problem driven by Lévy process (Q889849): Difference between revisions
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Latest revision as of 02:20, 28 December 2024
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English | Systems of integro-PDEs with interconnected obstacles and multi-modes switching problem driven by Lévy process |
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Systems of integro-PDEs with interconnected obstacles and multi-modes switching problem driven by Lévy process (English)
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9 November 2015
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variational integral-partial differential equations
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interconnected obstacles
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viscosity solutions
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Lévy processes
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multi-modes switching
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reflected backward stochastic differential equations
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