The following pages link to (Q4314552):
Displayed 13 items.
- Pension funds with a minimum guarantee: a stochastic control approach (Q483716) (← links)
- Optimal decision for selling an illiquid stock (Q658561) (← links)
- Uniqueness to elliptic and parabolic Hamilton-Jacobi-Bellman equations with non-smooth boundary (Q704241) (← links)
- Singular control with state constraints on unbounded domain (Q858986) (← links)
- Penalty approach to the HJB equation arising in European stock option pricing with proportional transaction costs (Q1039367) (← links)
- Convex viscosity solutions and state constraints (Q1357069) (← links)
- On the generalized Dirichlet problem for viscous Hamilton--Jacobi equations. (Q1429970) (← links)
- Maximum principle and generalized principal eigenvalue for degenerate elliptic operators (Q2345419) (← links)
- Existence and Uniqueness for Integro-Differential Equations with Dominating Drift Terms (Q2926034) (← links)
- Degenerate Eikonal equations with discontinuous refraction index (Q3416738) (← links)
- A strong comparison result for the bellman equation arising in stochastic exit time control problems and its applications (Q4228066) (← links)
- The Dirichlet Problem for Semilinear Second-Order Degenerate Elliptic Equations and Applications to Stochastic Exit Time Control Problems (Q4323360) (← links)
- COMPARISON RESULTS FOR QUASILINEAR EQUATIONS IN ANNULAR DOMAINS AND APPLICATIONS1* (Q4532830) (← links)