Systems of integro-PDEs with interconnected obstacles and multi-modes switching problem driven by Lévy process (Q889849): Difference between revisions

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Revision as of 00:40, 11 July 2024

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Systems of integro-PDEs with interconnected obstacles and multi-modes switching problem driven by Lévy process
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    Systems of integro-PDEs with interconnected obstacles and multi-modes switching problem driven by Lévy process (English)
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    9 November 2015
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    variational integral-partial differential equations
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    interconnected obstacles
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    viscosity solutions
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    Lévy processes
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    multi-modes switching
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    reflected backward stochastic differential equations
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