Browsing by Author "La Chioma, Claudia"
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Jakobsen, Espen R.; Karlsen, Kenneth H.; La Chioma, Claudia (Research report / Forskningsrapport, 2005)We derive error estimates for approximate (viscosity) solutions of Bellman equations associated to controlled jump-diffusion processes, which are fully nonlinear integro-partial differential equations. Two main results are ...
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Amadori, Anna Lisa; Karlsen, Kenneth H.; La Chioma, Claudia (Research report / Forskningsrapport, 2004)We prove a comparison principle for unbounded semicontinuous viscosity sub- and supersolutions of nonlinear degenerate parabolic integro-partial differential equations coming from applications in mathematical finance in ...