Entropy solutions to a strongly degenerate anisotropic convection--diffusion equation with application to utility theory
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Publication:1406983
DOI10.1016/S0022-247X(03)00339-1zbMath1026.35054WikidataQ57777012 ScholiaQ57777012MaRDI QIDQ1406983
Roberto Natalini, Anna Lisa Amadori
Publication date: 7 September 2003
Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)
utility modelsfinancial mathematicscontinuation principlebackward-forward stochastic differential equationconservation lowlocal existence result for strong solutions
Degenerate parabolic equations (35K65) Initial value problems for second-order parabolic equations (35K15)
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