Optimal Stopping of a Hilbert Space Valued Diffusion: An Infinite Dimensional Variational Inequality (2015)

First Author: Chiarolla M
Attributed to:  Optimal Prediction in Local Electricity Markets funded by EPSRC

Abstract

No abstract provided

Bibliographic Information

Digital Object Identifier: http://dx.doi.org/10.1007/s00245-015-9302-8

Publication URI: http://dx.doi.org/10.1007/s00245-015-9302-8

Type: Journal Article/Review

Parent Publication: Applied Mathematics & Optimization

Issue: 2