Nonlinear variational inequalities for jump-diffusion processes and irregular obstacles with a financial application Original Research Article

Loretta Mastroeni، نويسنده , , Michele Matzeu، نويسنده ,

روزنامه با شماره پیاپی سال 1998

17

889

905

Variational inequalities , Integro-differential parabolic operators , Irreversible investment decision problem , Hamiltonian with linear growth in the control variable , Lewy–Stampacchia’s type estimates

Nonlinear Analysis Theory, Methods & Applications

1998

Nonlinear Analysis Theory, Methods & Applications

856718