Optimal stopping problem for jump–diffusion processes with regime-switching

被引：0
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作者：
Shao, Jinghai [1 ]
Tian, Taoran [1 ]
机构：
[1] Center for Applied Mathematics, Tianjin University, Tianjin,300072, China
来源：
Nonlinear Analysis: Hybrid Systems | 2021年 / 41卷
关键词：
631.1 Fluid Flow; General - 921.5 Optimization Techniques - 931.2 Physical Properties of Gases; Liquids and Solids;
D O I：
101029
中图分类号：
学科分类号：
摘要：
17
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