Show simple item record

dc.contributor.author
Elie, Romuald
dc.contributor.author
Kharroubi, Idris
dc.date.accessioned
2017-06-14T12:47:55Z
dc.date.available
2017-06-14T12:47:55Z
dc.date.issued
2010-09
dc.identifier.issn
0167-7152
dc.identifier.other
10.1016/j.spl.2010.05.003
dc.identifier.uri
http://hdl.handle.net/20.500.11850/157578
dc.language.iso
en
dc.publisher
Elsevier
dc.subject
BSDE with jumps
dc.subject
Variational inequalities
dc.subject
Viscosity solutions
dc.subject
Monte Carlo simulations
dc.subject
Switching problems
dc.title
Probabilistic representation and approximation for coupled systems of variational inequalities
dc.type
Journal Article
ethz.journal.title
Statistics & probability letters
ethz.journal.volume
80
ethz.journal.issue
17-18
ethz.journal.abbreviated
Stat. probab. lett.
ethz.pages.start
1388
ethz.pages.end
1396
ethz.notes
Received 3 September 2009, Revised 4 May 2010, Accepted 5 May 2010, Published online 13 May 2010.
ethz.identifier.wos
ethz.identifier.nebis
000015628
ethz.publication.place
Amsterdam
ethz.publication.status
published
ethz.leitzahl
ETH Zürich::00002 - ETH Zürich::00012 - Lehre und Forschung::00007 - Departemente::02000 - Dep. Mathematik / Dep. of Mathematics::02003 - Mathematik Selbständige Professuren::03844 - Soner, Mete (emeritus) / Soner, Mete (emeritus)
ethz.leitzahl.certified
ETH Zürich::00002 - ETH Zürich::00012 - Lehre und Forschung::00007 - Departemente::02000 - Dep. Mathematik / Dep. of Mathematics::02003 - Mathematik Selbständige Professuren::03844 - Soner, Mete (emeritus) / Soner, Mete (emeritus)
ethz.date.deposited
2017-06-14T12:56:47Z
ethz.source
ECIT
ethz.identifier.importid
imp59364cea791f651459
ethz.ecitpid
pub:35938
ethz.eth
yes
ethz.availability
Metadata only
ethz.rosetta.installDate
2017-07-13T00:48:37Z
ethz.rosetta.lastUpdated
2020-02-15T05:02:12Z
ethz.rosetta.versionExported
true
ethz.COinS
ctx_ver=Z39.88-2004&rft_val_fmt=info:ofi/fmt:kev:mtx:journal&rft.atitle=Probabilistic%20representation%20and%20approximation%20for%20coupled%20systems%20of%20variational%20inequalities&rft.jtitle=Statistics%20&%20probability%20letters&rft.date=2010-09&rft.volume=80&rft.issue=17-18&rft.spage=1388&rft.epage=1396&rft.issn=0167-7152&rft.au=Elie,%20Romuald&Kharroubi,%20Idris&rft.genre=article&
 Search via SFX

Files in this item

FilesSizeFormatOpen in viewer

There are no files associated with this item.

Publication type

Show simple item record