T. A. Belkina, Yu. M. Kabanov, “Viscosity solutions of integro-differential equations for nonruin probabilities”, Teor. Veroyatnost. i Primenen., 2015, Volume 60, Issue 4,Pages <nobr>802–810</nobr>

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Teor. Veroyatnost. i Primenen., 2015 Volume 60, Issue 4, Pages 802–810 (Mi tvp5036)

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Viscosity solutions of integro-differential equations for nonruin probabilities

T. A. Belkina^ab, Yu. M. Kabanov^cb

^a Central Economics and Mathematics Institute Russian Academy of Sciences, Moscow
^b International Laboratory of Quantitative Finance, National Research University Higher School of Economics, Moscow
^c Laboratoire de Mathématiques, Université de Franche-Comté, Besançon

Received: 31.03.2015

DOI: 10.4213/tvp5036

English version: Theory of Probability and its Applications, 2016, 60:4, 671–679

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