On the viscosity solutions of a stochastic differential utility problem
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Publication:2694813
DOI10.1016/S0022-0396(02)00026-8OpenAlexW2090425401MaRDI QIDQ2694813
Fabio Antonelli, Andrea Pascucci
Publication date: 4 April 2023
Published in: Journal of Differential Equations (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0022-0396(02)00026-8
Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60)
Related Items (9)
Blow-up and nonexistence of solutions of some semilinear degenerate parabolic equations ⋮ Initial boundary value problem of an equation from mathematical finance ⋮ Liouville-type theorem for a nonlinear degenerate parabolic system of inequalities ⋮ Nash estimates and upper bounds for non-homogeneous Kolmogorov equations ⋮ Entropy solutions to a strongly degenerate anisotropic convection--diffusion equation with application to utility theory ⋮ Gaussian lower bounds for non-homogeneous Kolmogorov equations with measurable coefficients ⋮ Moser's estimates for degenerate Kolmogorov equations with non-negative divergence lower order coefficients ⋮ The stability of an equation from mathematical finance without the boundary value condition ⋮ Regularity properties of viscosity solutions of a non-Hörmander degenerate equation
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