Impulse control of multidimensional jump diffusions (Q3083266)
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scientific article; zbMATH DE number 5868674
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Impulse control of multidimensional jump diffusions |
scientific article; zbMATH DE number 5868674 |
Statements
Impulse Control of Multidimensional Jump Diffusions (English)
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21 March 2011
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controlled jump-diffusion
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viscosity solution
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quasi-variational inequality
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regularity
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0.9200934171676636
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0.8757153153419495
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0.8224042057991028
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0.8052023649215698
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