23 citations · 24 across the 7 of their papers we have counts for
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math.AP2015
The Fully Nonlinear Stochastic Impulse Control Problem
Rohit Jain
In this paper, motivated by a problem in stochastic impulse control theory, we aim to study solutions to a free boundary problem of obstacle-type. We obtain sharp estimates for the…
math.AP2015
Uniform estimates for the Penalized Boundary Obstacle Problem
Rohit Jain
In this paper, motivated by a problem arising in random homogenization theory, we initiate the study of uniform estimates for the fractional penalized obstacle problem, $ Δ^{s}u^ε…
math.AP2015
The Classical Stochastic Impulse Control Problem
Rohit Jain
In this paper we study regularity estimates for the solution to an obstacle problem arising in stochastic impulse control theory. We prove using elementary methods the known sharp…