Uniqueness and comparison properties of the viscosity solution to some singular HJB equations (Q2474180)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Uniqueness and comparison properties of the viscosity solution to some singular HJB equations |
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Uniqueness and comparison properties of the viscosity solution to some singular HJB equations (English)
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5 March 2008
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HJB equation
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viscosity solutions
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degenerate and unbounded coefficients
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CIR model for interest rate
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