Optimal stopping problems with discontinous reward: Regularity of the value function and viscosity solutions (Q4543513): Difference between revisions
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Revision as of 04:31, 22 February 2024
scientific article; zbMATH DE number 1777467
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal stopping problems with discontinous reward: Regularity of the value function and viscosity solutions |
scientific article; zbMATH DE number 1777467 |
Statements
Optimal stopping problems with discontinous reward: Regularity of the value function and viscosity solutions (English)
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8 August 2002
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diffusion processes
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optimal stopping
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viscosity solutions
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variational inequalities
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