{"entities":{"Q2441469":{"pageid":2452212,"ns":120,"title":"Item:Q2441469","lastrevid":57919998,"modified":"2026-04-03T02:23:02Z","type":"item","id":"Q2441469","labels":{"en":{"language":"en","value":"A singular differential equation stemming from an optimal control problem in financial economics"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 6272878"}},"aliases":{},"claims":{"P31":[{"mainsnak":{"snaktype":"value","property":"P31","hash":"fd5912e4dab4b881a8eb0eb27e7893fef55176ad","datavalue":{"value":{"entity-type":"item","numeric-id":56887,"id":"Q56887"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2441469$CCA25AF0-85BA-4C22-BE1B-AD6BACCE9F13","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"b3626e0be23775e010539b1dcefa04624146fd13","datavalue":{"value":{"text":"A singular differential equation stemming from an optimal control problem in financial economics","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q2441469$02995B05-8853-4A03-947A-E32504BB1BEA","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"d265f3f308e9cd5818c97e883f4368a7c48afb0a","datavalue":{"value":"1295.34014","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2441469$15B33988-A23C-4788-B84E-BAC8E8C4602D","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"54add2737474647fb29c104658cde6e5ff4fe0d3","datavalue":{"value":{"entity-type":"item","numeric-id":519881,"id":"Q519881"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2441469$9F200466-0031-46AF-9725-4F2729D1E037","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"f289e8603d502bd269a0020871a8b704c615dfaa","datavalue":{"value":{"entity-type":"item","numeric-id":203381,"id":"Q203381"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2441469$CA18356C-4551-4228-BE00-F3F4E292FC46","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"056ba4d0ddd5146b1adf470cf377f6756fa90727","datavalue":{"value":{"entity-type":"item","numeric-id":519880,"id":"Q519880"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2441469$7DA8E953-D039-4485-9484-951AEA64E4A1","rank":"normal"}],"P200":[{"mainsnak":{"snaktype":"value","property":"P200","hash":"26e7ae313d93fb8f78524ce8d90a3561478c5c60","datavalue":{"value":{"entity-type":"item","numeric-id":162704,"id":"Q162704"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2441469$92C7454B-946B-4444-8F0E-ED6E0D506F63","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"630dce3b2853701ed9536abebcceb27951f83aed","datavalue":{"value":{"time":"+2014-03-24T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q2441469$4D84C607-4A10-445D-83B0-E6A4CED92BC6","rank":"normal"}],"P205":[{"mainsnak":{"snaktype":"value","property":"P205","hash":"b52913b25a7c95f00dfa0123032f9f798ab90671","datavalue":{"value":"https://arxiv.org/abs/1209.5027","type":"string"},"datatype":"url"},"type":"statement","id":"Q2441469$C4327478-8B08-4105-BC33-A8DAA0C6535B","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P205","hash":"509de726e5307c99ab09150982dded94d15b3ca8","datavalue":{"value":"https://openaccess.city.ac.uk/id/eprint/5938/1/1209.5027v2.pdf","type":"string"},"datatype":"url"},"type":"statement","id":"Q2441469$B3472016-FD43-4740-8EC4-FD98C49C59BC","rank":"normal"}],"P1448":[{"mainsnak":{"snaktype":"value","property":"P1448","hash":"612b305f884575a05220aab6584e39d2a5090677","datavalue":{"value":"The authors consider the following initial value problem  \\[ x^2u''=axu'+bu-c(u'-1)^2, \\;u(0)=0, \\]  where \\(x\\in (0, x_0)\\), \\(a, b\\in \\mathbb{R}\\), and \\(c>0\\). The problem arises from a model of optimal liquidation of a large quantity of an asset whose market price is affected by its ongoing sale. The authors prove that for \\(a+b>0\\) the considered problem has a continuum of local solutions and one global bounded solution, while for \\(a+b<0\\) no solution exists. Moreover, they analyze monotonicity and convexity properties of the global solution.","type":"string"},"datatype":"string"},"type":"statement","id":"Q2441469$EFA6A9A6-EBD1-4BEE-889C-73AACD2F4E22","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"ec625052005f5da314d6058307c2f650ba8b2aa3","datavalue":{"value":"34A12","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2441469$4A5FBE0C-EFE6-42BD-BEEC-84D9C05C6760","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"6e419163fd9b5f210c8c0c28cdb07c2197a2bcac","datavalue":{"value":"91B26","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2441469$4F86F502-8C9F-4940-BA40-28ACBC454D38","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"7d549dacfd75da173dfbf0cca36305f043cdcb80","datavalue":{"value":"49N90","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2441469$14826878-C56C-44B1-8314-0CDC608DDB9F","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"5b626943499b2a5533ef63c752a79686e93f1ff7","datavalue":{"value":"6272878","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2441469$A59790C1-3C8C-461E-A2BB-13BB54167875","rank":"normal"}],"P1450":[{"mainsnak":{"snaktype":"value","property":"P1450","hash":"03cf8ac0582700132e1b7505191dda9928350701","datavalue":{"value":"Ordinary differential equations","type":"string"},"datatype":"string"},"type":"statement","id":"Q2441469$BE485A56-1AA5-4D02-93CC-798E97F9BEF4","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"6b271bfb8c0659de7fdac7ee9eb06062cb6a8f86","datavalue":{"value":"supersolution","type":"string"},"datatype":"string"},"type":"statement","id":"Q2441469$B322B782-DFB3-4359-BD10-DF77C76C1AD8","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"26f296997ab2c3c6fd47db816f8eeadd69768871","datavalue":{"value":"subsolution","type":"string"},"datatype":"string"},"type":"statement","id":"Q2441469$1D7081C7-CB78-406F-9B8E-C2A9CBA121E3","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"79fe22345deacab988d90c7a3d096d2124f11e3e","datavalue":{"value":"nonuniqueness.","type":"string"},"datatype":"string"},"type":"statement","id":"Q2441469$A05E7CBC-7D12-40B8-A994-210942EFD2FF","rank":"normal"}],"P1447":[{"mainsnak":{"snaktype":"value","property":"P1447","hash":"ea2895637fdbbf0f4b95b21846afa2b13dd3ecdd","datavalue":{"value":{"entity-type":"item","numeric-id":222344,"id":"Q222344"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2441469$163258FE-D450-458C-B2CA-F20AB0855F28","rank":"normal"}],"P1460":[{"mainsnak":{"snaktype":"value","property":"P1460","hash":"57f7fea50d2ce1b39b695c4a1313582eed405e38","datavalue":{"value":{"entity-type":"item","numeric-id":5976449,"id":"Q5976449"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2441469$7A10BECF-F91C-4B28-90F8-CCD32D94F441","rank":"normal"}],"P388":[{"mainsnak":{"snaktype":"value","property":"P388","hash":"cd07e479f5d5ad71e5d3727873daf3dec2bf5a15","datavalue":{"value":"W2039107828","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2441469$E5A6052B-58B1-4ECF-A84B-649ABF64C148","rank":"normal"}],"P12":[{"mainsnak":{"snaktype":"value","property":"P12","hash":"604cc73d14c94fff94ae822774dc4cb290fbdda0","datavalue":{"value":"Q114859311","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2441469$D9BEC4D8-D335-482C-B6FA-44EDEB7F6FD1","rank":"normal"}],"P223":[{"mainsnak":{"snaktype":"value","property":"P223","hash":"68a5d07d02dbc1a734e2554938b093d40d8cedc7","datavalue":{"value":{"entity-type":"item","numeric-id":4356582,"id":"Q4356582"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2441469$3711A010-1EF9-4FB7-B43E-482556E5C755","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"26e07ce20d3a6cf7454abca83f3bbdc8055b1208","datavalue":{"value":{"entity-type":"item","numeric-id":635220,"id":"Q635220"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2441469$ECC30C81-E47A-4E09-B6CE-822B0F349E71","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"0cb8bad849b50c4609a5e061f1b03269fbca2c56","datavalue":{"value":{"entity-type":"item","numeric-id":2489325,"id":"Q2489325"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2441469$2B72E011-A560-47CA-A85E-3B43C26AC91E","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"3ac88cbbc0b62aedc70960b3c58c536ff0a66153","datavalue":{"value":{"entity-type":"item","numeric-id":5330830,"id":"Q5330830"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2441469$536A119F-A4E9-47BC-8D37-10B43094774D","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"52bc15ef22ecb9364307776192ca023626beda38","datavalue":{"value":{"entity-type":"item","numeric-id":2378218,"id":"Q2378218"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2441469$5C7ACE6D-6437-41D5-91FC-A0440860B26B","rank":"normal"}],"P27":[{"mainsnak":{"snaktype":"value","property":"P27","hash":"36bbd0672ad3e5022384efdbfdf532e2fb8c9916","datavalue":{"value":"10.1007/S00245-013-9205-5","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2441469$7D1153C6-8C68-48F1-8A78-A36EEB64F23C","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"3d5f0584b7dfb3c41453ab028b29b4de1e28d569","datavalue":{"value":{"entity-type":"item","numeric-id":3454719,"id":"Q3454719"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"2bb87428ca2586cd17adb00aad53ff5f799026cf","datavalue":{"value":{"amount":"+0.7801174521446228","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q2441469$FDA08CDB-AE06-410F-9207-A2E8015CDEE7","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"6ab3a230c61faa70d03347ba07e10657b75354a0","datavalue":{"value":{"entity-type":"item","numeric-id":4658911,"id":"Q4658911"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"8106a11adb3cc1ee2064b69b9ed058a9be2b3e12","datavalue":{"value":{"amount":"+0.7195240259170532","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q2441469$E661BA5B-5086-4F6D-91B8-09A9BB7AB0F3","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"d2e502164bf138a5db60c9ff6f48250586c5bfa8","datavalue":{"value":{"entity-type":"item","numeric-id":3767627,"id":"Q3767627"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"6d35a284acb96d306d62bddcb31e7e76b11ea492","datavalue":{"value":{"amount":"+0.7088078856468201","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q2441469$DB373267-5559-4D16-82B3-704B6D8F2ACB","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"50cb1331527fa67a3a886e4979b51fc2bc8fe394","datavalue":{"value":{"entity-type":"item","numeric-id":5203340,"id":"Q5203340"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"3de1c4ba64cc4858e03197c60da89066c0c07717","datavalue":{"value":{"amount":"+0.7071908116340637","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q2441469$19FF1FA7-3D5B-44E0-804D-F10BE217C0A6","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"82829cc321b44de6069415ba8f059a052fe1c9ff","datavalue":{"value":{"entity-type":"item","numeric-id":2486634,"id":"Q2486634"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"66eeaf6f580c0f043442fee7fbfcb70d6ebaf4bb","datavalue":{"value":{"amount":"+0.7056795358657837","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q2441469$A364D7B3-D6BC-4604-AAF9-C224A9E6A998","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"Publication:2441469","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/Publication:2441469"}}}}}