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Obstacle problems for nonlocal operators - MaRDI portal

Obstacle problems for nonlocal operators (Q5236850)

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scientific article; zbMATH DE number 7117902
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Obstacle problems for nonlocal operators
scientific article; zbMATH DE number 7117902

    Statements

    title
    Obstacle problems for nonlocal operators (English)
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    author
    Donatella Danielli
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    Camelia A. Pop
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    Arshak Petrosyan
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    publication date
    16 October 2019
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    Mathematics Subject Classification ID
    35R35
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    60G51
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    91G80
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    zbMATH DE Number
    7117902
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    zbMATH Keywords
    obstacle problem
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    nonlocal operators
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    Lévy processes
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    American options
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    viscosity solutions
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    existence and uniqueness
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    OpenAlex ID
    W2964153015
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    arXiv ID
    1709.10384
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