Stochastic control of symmetric markov processes and nonlinear variational inequalities
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Publication:3747428
DOI10.1080/17442508608833418zbMath0608.60045MaRDI QIDQ3747428
Publication date: 1986
Published in: Stochastics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/17442508608833418
variational inequalities; Dirichlet forms; optimal stopping problems; symmetric Markov processes; convergence of value functions
60J25: Continuous-time Markov processes on general state spaces
49J40: Variational inequalities
31C25: Dirichlet forms
60G40: Stopping times; optimal stopping problems; gambling theory
Related Items
Non zero-sum stopping games of symmetric Markov processes, Asymptotic analysis for variational inequalities and its application to optimal stopping
Cites Work
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