PDE methods for optimal Skorokhod embeddings (Q2421278): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | PDE methods for optimal Skorokhod embeddings |
scientific article |
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PDE methods for optimal Skorokhod embeddings (English)
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14 June 2019
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cost minimizing stopping time
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Skorokhod embedding problems
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Hamilton-Jacobi-Bellman-type variational inequalities
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Skorokhod transport
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