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Viscosity solution of system of integro-partial differential equations with interconnected obstacles of non-local type without monotonicity conditions - MaRDI portal

Viscosity solution of system of integro-partial differential equations with interconnected obstacles of non-local type without monotonicity conditions (Q6103308)

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scientific article; zbMATH DE number 7691652
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Viscosity solution of system of integro-partial differential equations with interconnected obstacles of non-local type without monotonicity conditions
scientific article; zbMATH DE number 7691652

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    Viscosity solution of system of integro-partial differential equations with interconnected obstacles of non-local type without monotonicity conditions (English)
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    2 June 2023
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    integro-partial differential equations
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    interconnected obstacles
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    nonlocal terms
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    viscosity solution
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    switching problem
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    reflected backward stochastic differential equations with jumps
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