Obstacle problems for nonlocal operators (Q5236850)
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scientific article; zbMATH DE number 7117902
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Obstacle problems for nonlocal operators |
scientific article; zbMATH DE number 7117902 |
Statements
Obstacle problems for nonlocal operators (English)
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16 October 2019
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obstacle problem
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nonlocal operators
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Lévy processes
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American options
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viscosity solutions
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existence and uniqueness
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