A free boundary problem related to singular stochastic control: the parabolic case (Q4713358)
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scientific article; zbMATH DE number 10067
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| English | A free boundary problem related to singular stochastic control: the parabolic case |
scientific article; zbMATH DE number 10067 |
Statements
A free boundary problem related to singular stochastic control: the parabolic case (English)
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25 June 1992
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existence of classical solutions
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smoothness
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growth conditions on data
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existence and uniqueness of polynomially growing, positive, classical solutions
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obstacle problem
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0.93521684
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0.9236135
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0.92286956
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0.9174459
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0.91376173
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