Impulse Control of Multidimensional Jump Diffusions (Q3083266): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 09:36, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Impulse Control of Multidimensional Jump Diffusions |
scientific article |
Statements
Impulse Control of Multidimensional Jump Diffusions (English)
0 references
21 March 2011
0 references
controlled jump-diffusion
0 references
viscosity solution
0 references
quasi-variational inequality
0 references
regularity
0 references
