Optimal stopping problems with discontinous reward: Regularity of the value function and viscosity solutions (Q4543513)
From MaRDI portal
scientific article; zbMATH DE number 1777467
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal stopping problems with discontinous reward: Regularity of the value function and viscosity solutions |
scientific article; zbMATH DE number 1777467 |
Statements
Optimal stopping problems with discontinous reward: Regularity of the value function and viscosity solutions (English)
0 references
8 August 2002
0 references
diffusion processes
0 references
optimal stopping
0 references
viscosity solutions
0 references
variational inequalities
0 references
