Systems of variational inequalities for non-local operators related to optimal switching problems: existence and uniqueness (Q470888): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
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| English | Systems of variational inequalities for non-local operators related to optimal switching problems: existence and uniqueness |
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Systems of variational inequalities for non-local operators related to optimal switching problems: existence and uniqueness (English)
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13 November 2014
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variational inequalities
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viscosity solutions
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optimal switching problems
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integro-partial differential operator
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Lévy processes
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