Stochastic Perron's method and verification without smoothness using viscosity comparison: obstacle problems and Dynkin games (Q5401378)
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scientific article; zbMATH DE number 6269498
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| English | Stochastic Perron's method and verification without smoothness using viscosity comparison: obstacle problems and Dynkin games |
scientific article; zbMATH DE number 6269498 |
Statements
Stochastic Perron’s method and verification without smoothness using viscosity comparison: Obstacle problems and Dynkin games (English)
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13 March 2014
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stochastic Perron method
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viscosity solutions
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obstacle problems
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Dynkin games
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first hitting times
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stopping regions
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non-smooth verification
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comparison principle
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0.842413067817688
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0.835918128490448
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0.8113268613815308
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0.7986999750137329
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0.7870460152626038
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