Viscosity solutions of system of PDEs with interconnected obstacles and nonlinear Neumann boundary conditions (Q2685236)
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| Language | Label | Description | Also known as |
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| English | Viscosity solutions of system of PDEs with interconnected obstacles and nonlinear Neumann boundary conditions |
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Viscosity solutions of system of PDEs with interconnected obstacles and nonlinear Neumann boundary conditions (English)
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20 February 2023
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generalized reflected backward stochastic differential equations
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viscosity solution of PDEs
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variational inequalities
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nonlinear Neumann boundary conditions
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optimal switching
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