scientific article; zbMATH DE number 227392
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Publication:5286834
zbMath0779.45006MaRDI QIDQ5286834
Maria Giovanna Garroni, Maria Agostina Vivaldi, Vsevolod A. Solonnikov
Publication date: 1 September 1993
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Integro-partial differential equations (45K05) Stopping times; optimal stopping problems; gambling theory (60G40) Diffusion processes (60J60)
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Nonlinear variational inequalities for jump-diffusion processes and irregular obstacles with a financial application ⋮ Quasilinear, parabolic, integro-differential problems with nonlinear oblique boundary conditions ⋮ An integro-differential parabolic variational inequality connected with the problem of the American option pricing ⋮ Ergodic control of reflected diffusions with jumps
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