Irregular obstacles and quasi-variational inequalities of stochastic impulse control

Jens Frehse; Umberto Mosco

Annali della Scuola Normale Superiore di Pisa - Classe di Scienze (1982)

  • Volume: 9, Issue: 1, page 105-157
  • ISSN: 0391-173X

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Frehse, Jens, and Mosco, Umberto. "Irregular obstacles and quasi-variational inequalities of stochastic impulse control." Annali della Scuola Normale Superiore di Pisa - Classe di Scienze 9.1 (1982): 105-157. <http://eudml.org/doc/83873>.

@article{Frehse1982,
author = {Frehse, Jens, Mosco, Umberto},
journal = {Annali della Scuola Normale Superiore di Pisa - Classe di Scienze},
keywords = {quasi-variational inequalities; irregular obstacles; hole filling technique; Hölder estimates; quadratic Hamiltonian},
language = {eng},
number = {1},
pages = {105-157},
publisher = {Scuola normale superiore},
title = {Irregular obstacles and quasi-variational inequalities of stochastic impulse control},
url = {http://eudml.org/doc/83873},
volume = {9},
year = {1982},
}

TY - JOUR
AU - Frehse, Jens
AU - Mosco, Umberto
TI - Irregular obstacles and quasi-variational inequalities of stochastic impulse control
JO - Annali della Scuola Normale Superiore di Pisa - Classe di Scienze
PY - 1982
PB - Scuola normale superiore
VL - 9
IS - 1
SP - 105
EP - 157
LA - eng
KW - quasi-variational inequalities; irregular obstacles; hole filling technique; Hölder estimates; quadratic Hamiltonian
UR - http://eudml.org/doc/83873
ER -

References

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