Obstacle problems for parabolic SDEs with Hölder continuous diffusion: from weak to strong solutions (Q511274)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Obstacle problems for parabolic SDEs with Hölder continuous diffusion: from weak to strong solutions |
scientific article |
Statements
Obstacle problems for parabolic SDEs with Hölder continuous diffusion: from weak to strong solutions (English)
0 references
14 February 2017
0 references
stochastic differential inclusions
0 references
obstacle problem
0 references
Hölder regularity
0 references