Liste des citations dans Numdam pour : Discontinuous solutions of deterministic optimal stopping time problems

ESAIM: Mathematical Modelling and Numerical Analysis - Modélisation Mathématique et Analyse Numérique, Tome 21 (1987), p. 557-579 / Harvested from Numdam

Kobylanski, Magdalena

Large deviations principle by viscosity solutions: the case of diffusions with oblique Lipschitz reflections
Annales de l'I.H.P. Probabilités et statistiques, Tome 49 (2013), p. 160-181 / Harvested from Numdam

Düring, Bertram ; Fournié, Michel ; Jüngel, Ansgar

Convergence of a high-order compact finite difference scheme for a nonlinear Black-Scholes equation
ESAIM: Mathematical Modelling and Numerical Analysis - Modélisation Mathématique et Analyse Numérique, Tome 38 (2004), p. 359-369 / Harvested from Numdam

Barles, G.

An approach of deterministic control problems with unbounded data
Annales de l'I.H.P. Analyse non linéaire, Tome 7 (1990), p. 235-258 / Harvested from Numdam

Capuzzo Dolcetta, I. ; Falcone, M.

Discrete dynamic programming and viscosity solutions of the Bellman equation
Annales de l'I.H.P. Analyse non linéaire, Tome S6 (1989), p. 161-183 / Harvested from Numdam