Work

Variational inequalities and Dynkin games for Markov processes associated with semi-Dirichlet forms

Year: 2024

Type: article

Source: Illinois Journal of Mathematics

DOI: 10.1215/00192082-11670783

Authors: Takumu Ooi, Toshihiro Uemura

Institutions: Tokyo University of Science, Kansai University

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

Funder: Japan Society for the Promotion of Science

Award: Stochastic analysis based on Dirichlet forms: Elucidating spatial structure and singularities

OpenAlex ID: W4406775409

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Cites: 15

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Related to: 10