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scientific article; zbMATH DE number 847799 - MaRDI portal

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Publication:4866851

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zbMath0837.60026MaRDI QIDQ4866851

Pierre-Louis Lions, Jean-Michel Lasry

Publication date: 26 February 1996

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

viscosity solutions mathematical finance coupled diffusion processes large deviations problem

Mathematics Subject Classification ID

Diffusion processes (60J60) Large deviations (60F10)

Related Items (3)

Large deviations for Markov-modulated diffusion processes with rapid switching ⋮ Harnack type estimates for nonlinear elliptic systems and applications ⋮ Asymptotics and calibration of local volatility models

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