Probabilistic representation and approximation for coupled systems of variational inequalities
Metadata only
Date
2010-09Type
- Journal Article
Publication status
publishedExternal links
Journal / series
Statistics & Probability LettersVolume
Pages / Article No.
Publisher
ElsevierSubject
BSDE with jumps; Variational inequalities; Viscosity solutions; Monte Carlo simulations; Switching problemsOrganisational unit
03844 - Soner, Mete (emeritus) / Soner, Mete (emeritus)
Notes
Received 3 September 2009, Revised 4 May 2010, Accepted 5 May 2010, Published online 13 May 2010.More
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