Author
M. B. Chiarolla
results may include different authors with the same name
1 papers
Optimal stopping of a Hilbert space valued diffusion: an infinite dimensional variational inequality
A finite horizon optimal stopping problem for an infinite dimensional diffusion $X$ is analyzed by means of variational techniques. The diffusion is driven by a SDE on a Hilbert space $\mathcal{H}$ with a non-linear diffusion coefficient…