Optimal stopping of a Hilbert space valued diffusion: an infinite dimensional variational inequality (Q282076)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal stopping of a Hilbert space valued diffusion: an infinite dimensional variational inequality |
scientific article |
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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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