scientific article; zbMATH DE number 1783781

MaRDI QIDQ4546189zbMATH OpenFDO

Authors Besarion Dochviri, Malkhaz Shashiashvili

Publication date 19 August 2002

zbMATH Keywords

semimartingalesshell envelopesvariational inequalities

Mathematics Subject Classification ID

Variational inequalities (49J40) Stopping times; optimal stopping problems; gambling theory (60G40) Diffusion processes (60J60)

Recommendations

• scientific article; zbMATH DE number 2151501
• scientific article; zbMATH DE number 4118295
• Variational inequalities in Hilbert spaces with measures and optimal stopping problems
• scientific article; zbMATH DE number 4065777
• Stochastic control of symmetric markov processes and nonlinear variational inequalities

Cited in

(1)

• scientific article; zbMATH DE number 2151501 (Why is no real title available?)

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4546189)