Stochastic Perron’s method and verification without smoothness using viscosity comparison: Obstacle problems and Dynkin games
Bayraktar, Erhan, Sîrbu, MihaiVolume:
142
Language:
english
Journal:
Proceedings of the American Mathematical Society
DOI:
10.1090/S0002-9939-2014-11860-0
Date:
January, 2014
File:
PDF, 211 KB
english, 2014