On the Controller-Stopper Problems with Controlled Jumps
Author:
Publisher
Springer Science and Business Media LLC
Subject
Applied Mathematics,Control and Optimization
Link
http://link.springer.com/content/pdf/10.1007/s00245-017-9463-8.pdf
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5. Bayraktar, E., Sîrbu, M.: Stochastic Perron’s method and verification without smoothness using viscosity comparison: the linear case. Proc. Am. Math. Soc. 140(10), 3645–3654 (2012)
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