Optimal stopping of a Hilbert space valued diffusion: an infinite dimensional variational inequality (Q282076): Difference between revisions
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Revision as of 12:06, 18 April 2024
scientific article
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English | Optimal stopping of a Hilbert space valued diffusion: an infinite dimensional variational inequality |
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Optimal stopping of a Hilbert space valued diffusion: an infinite dimensional variational inequality (English)
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12 May 2016
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optimal stopping
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Hilbert space valued diffusion
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infinite-dimensional stochastic analysis
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parabolic degenerate variational inequalities
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