Asymptotic analysis for variational inequalities and its application to optimal stopping (Q3794992)
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scientific article; zbMATH DE number 4060442
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| English | Asymptotic analysis for variational inequalities and its application to optimal stopping |
scientific article; zbMATH DE number 4060442 |
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Asymptotic analysis for variational inequalities and its application to optimal stopping (English)
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1988
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variational inequalities
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Dirichlet space
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ergodic diffusions
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locally compact Hausdorff space
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optimal stopping problem
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asymptotic behaviour of the solution
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0.8023988008499146
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0.7870036363601685
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0.7728890776634216
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