Regularity of the value function and viscosity solutions in optimal stopping problems for general Markov processes (Q4796608)
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scientific article; zbMATH DE number 1876953
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| English | Regularity of the value function and viscosity solutions in optimal stopping problems for general Markov processes |
scientific article; zbMATH DE number 1876953 |
Statements
Regularity of the value function and viscosity solutions in optimal stopping problems for general Markov processes (English)
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24 March 2003
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optimal stopping
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viscosity solution
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variational inequality
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0.9029517769813538
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0.8506243228912354
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0.8337763547897339
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