Stochastic Perron’s method and verification without smoothness using viscosity comparison: Obstacle problems and Dynkin games (Q5401378): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 02:36, 9 February 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
