Existence and uniqueness of viscosity solutions for QVI associated with impulse control of jump-diffusions (Q734661): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Existence and uniqueness of viscosity solutions for QVI associated with impulse control of jump-diffusions |
scientific article |
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Existence and uniqueness of viscosity solutions for QVI associated with impulse control of jump-diffusions (English)
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13 October 2009
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combined stochastic control
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quasi-variational inequalities
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