papers
Publications (5)
math.AP2017
Existence, uniqueness and regularity of solutions to systems of nonlocal obstacle problems related to optimal switching
Niklas L. P. Lundström, Marcus Olofsson, Thomas Ãnskog
math.PR2015
Reflected BSDE of Wiener-Poisson type in Time-dependent Domains
Kaj Nyström, Marcus Olofsson
math.OC2013
Systems of variational inequalities for non-local operators related to optimal switching problems: Existence and uniqueness
Niklas L. P. LundstrÃm, Kaj NystrÃm, Marcus Olofsson
math.OC2015
A Brownian optimal switching problem under incomplete information
Marcus Olofsson
math.OC2014
Optimal Switching Problems under Partial Information
Kai Li, Kaj Nyström, Marcus Olofsson