Viscosity solutions of systems of PDEs with interconnected obstacles and switching problem (Q358616): Difference between revisions

@@ Property / Mathematics Subject Classification ID @@
+E20
@@ Property / Mathematics Subject Classification ID: 93E20 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+L20
@@ Property / Mathematics Subject Classification ID: 49L20 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+J40
@@ Property / Mathematics Subject Classification ID: 49J40 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+H10
@@ Property / Mathematics Subject Classification ID: 60H10 / rank @@
+Normal rank
@@ Property / zbMATH DE Number @@
+6196985
@@ Property / zbMATH DE Number: 6196985 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+real options
@@ Property / zbMATH Keywords: real options / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+backward stochastic differential equations
@@ Property / zbMATH Keywords: backward stochastic differential equations / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+HJB system
@@ Property / zbMATH Keywords: HJB system / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+switching strategy
@@ Property / zbMATH Keywords: switching strategy / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+viscosity solution of PDEs
@@ Property / zbMATH Keywords: viscosity solution of PDEs / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+variational inequalities
@@ Property / zbMATH Keywords: variational inequalities / rank @@
+Normal rank

Revision as of 11:03, 28 June 2023