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Impulse Control of Multidimensional Jump Diffusions - MaRDI portal

Impulse Control of Multidimensional Jump Diffusions (Q3083266)

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English
Impulse Control of Multidimensional Jump Diffusions
scientific article

    Statements

    title
    Impulse Control of Multidimensional Jump Diffusions (English)
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    author
    Mark H. A. Davis
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    Xin Guo
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    Guoliang Wu
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    publication date
    21 March 2011
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    zbMATH Keywords
    controlled jump-diffusion
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    viscosity solution
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    quasi-variational inequality
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    regularity
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    Identifiers

    DOI
    10.1137/090780419
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    Mathematics Subject Classification ID
    49N25
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    49N60
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    60J75
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    93E20
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    49L25
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    zbMATH DE Number
    5868674
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    OpenAlex ID
    W2081766885
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    arXiv ID
    0912.3297
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