Probabilistic representation of viscosity solutions to quasi-variational inequalities with non-local drivers (Q6102343)
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scientific article; zbMATH DE number 7683235
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Probabilistic representation of viscosity solutions to quasi-variational inequalities with non-local drivers |
scientific article; zbMATH DE number 7683235 |
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Probabilistic representation of viscosity solutions to quasi-variational inequalities with non-local drivers (English)
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8 May 2023
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backward stochastic differential equations
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impulse control
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partial differential equations
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viscosity solutions
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quasi-variational inequalities
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