Optimal stopping of controlled jump diffusion processes: A viscosity solution approach (Q4386544)
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scientific article; zbMATH DE number 1147065
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| English | Optimal stopping of controlled jump diffusion processes: A viscosity solution approach |
scientific article; zbMATH DE number 1147065 |
Statements
29 April 1998
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optimal stopping time problem
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integro-differential variational inequality
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comparison principles
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Cauchy problem
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0.8957157135009766
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0.8519157767295837
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0.8367664813995361
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0.8362388610839844
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Optimal stopping of controlled jump diffusion processes: A viscosity solution approach (English)
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