Pages that link to "Item:Q4713358"

The following pages link to A free boundary problem related to singular stochastic control: the parabolic case (Q4713358):

Displaying 21 items.

• A variational inequality arising from European option pricing with transaction costs (Q943445) (← links)
• Existence of optimal controls for singular control problems with state constraints (Q997426) (← links)
• Portfolio selection with consumption ratcheting (Q1657613) (← links)
• Dynamics for the damped wave equations on time-dependent domains (Q1671108) (← links)
• On the free boundary of an annuity purchase (Q1711720) (← links)
• Non-convex Hamilton-Jacobi equations with gradient constraints (Q2033013) (← links)
• Non-autonomous weakly damped plate model on time-dependent domains (Q2064008) (← links)
• Pullback attractors for 2D MHD equations on time-varying domains (Q2070878) (← links)
• Mean-field games of finite-fuel capacity expansion with singular controls (Q2090604) (← links)
• Double obstacle problems and fully nonlinear PDE with non-strictly convex gradient constraints (Q2223611) (← links)
• Singular control of the drift of a Brownian system (Q2238968) (← links)
• A multidimensional singular stochastic control problem on a finite time horizon (Q2517158) (← links)
• Characterization of the Optimal Policy for a Multidimensional Parabolic Singular Stochastic Control Problem (Q2813315) (← links)
• Homogenization and Asymptotics for Small Transaction Costs: The Multidimensional Case (Q3467559) (← links)
• Stochastic Games for Fuel Follower Problem: $N$ versus Mean Field Game (Q4625002) (← links)
• A Class of Stochastic Games and Moving Free Boundary Problems (Q5065060) (← links)
• A Singular Stochastic Control Problem with Interconnected Dynamics (Q5130896) (← links)
• General indifference pricing with small transaction costs (Q5278183) (← links)
• A change of variable formula with applications to multi-dimensional optimal stopping problems (Q6048969) (← links)
• Multidimensional singular control and related Skorokhod problem: sufficient conditions for the characterization of optimal controls (Q6115260) (← links)
• Nonlocal equations with gradient constraints (Q6176104) (← links)