Existence and uniqueness of viscosity solutions for QVI associated with impulse control of jump-diffusions

Author:

Seydel Roland C.

Publisher

Elsevier BV

Subject

Applied Mathematics,Modeling and Simulation,Statistics and Probability

Reference37 articles.

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2. Viscosity solutions of nonlinear integro-differential equations;Alvarez;Ann. Inst. H. Poincaré Anal. Non Linéaire,1996

3. On the dirichlet problem for second-order elliptic integro-differential equations;Barles;Indiana Univ. Math. J.,2008

4. A strong comparison result for the Bellman equation arising in stochastic exit time control problems and its applications;Barles;Comm. Partial Differential Equations,1998

5. Solutions de viscosité des équations de Hamilton–Jacobi;Barles,1994

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