scientific article; zbMATH DE number 1066231

zbMath0889.35127MaRDI QIDQ4357417

Halil Mete Soner

Publication date: 14 April 1998

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

Bellman's equationviscosity solutionsmathematical financecontrolled diffusion processesportfolio problem

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25)

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