Title of article
Nonlinear variational inequalities for jump-diffusion processes and irregular obstacles with a financial application Original Research Article
Author/Authors
Loretta Mastroeni، نويسنده , , Michele Matzeu، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 1998
Pages
17
From page
889
To page
905
Keywords
Variational inequalities , Integro-differential parabolic operators , Irreversible investment decision problem , Hamiltonian with linear growth in the control variable , Lewy–Stampacchia’s type estimates
Journal title
Nonlinear Analysis Theory, Methods & Applications
Serial Year
1998
Journal title
Nonlinear Analysis Theory, Methods & Applications
Record number
856718
Link To Document