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In a typical case, \\(g(x)=1-e^{-\\lambda x}\\) with \\(\\lambda>0\\) is a positive constant. In order that the solution of (1) can be used to the corresponding problem of optimal investment, the author assumes that \\(V(x,t)\\) is smooth and \\(\\frac{V_x(x,t)}{V_{xx} (x,t)}\\) is Lipschitz continuous with respect to \\(x\\). 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