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Systems of variational inequalities for non-local operators related to optimal switching problems: existence and uniqueness - MaRDI portal

Systems of variational inequalities for non-local operators related to optimal switching problems: existence and uniqueness (Q470888)

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Systems of variational inequalities for non-local operators related to optimal switching problems: existence and uniqueness
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    Systems of variational inequalities for non-local operators related to optimal switching problems: existence and uniqueness (English)
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    13 November 2014
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    variational inequalities
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    viscosity solutions
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    optimal switching problems
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    integro-partial differential operator
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    Lévy processes
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