Systems of variational inequalities for non-local operators related to optimal switching problems: existence and uniqueness (Q470888)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Systems of variational inequalities for non-local operators related to optimal switching problems: existence and uniqueness |
scientific article |
Statements
Systems of variational inequalities for non-local operators related to optimal switching problems: existence and uniqueness (English)
0 references
13 November 2014
0 references
variational inequalities
0 references
viscosity solutions
0 references
optimal switching problems
0 references
integro-partial differential operator
0 references
Lévy processes
0 references
0 references
0 references
0 references
0 references