Some weak self-adjoint Hamilton-Jacobi-Bellman equations arising in financial mathematics
DOI10.1016/J.NONRWA.2011.07.041zbMATH Open1238.35048OpenAlexW2039886368MaRDI QIDQ420052FDOQ420052
Authors: M. Redondo, M. L. Gandarias, M. S. Bruzón 
Publication date: 20 May 2012
Published in: Nonlinear Analysis. Real World Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.nonrwa.2011.07.041
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Cites Work
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- Weak self-adjoint differential equations
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- Local symmetries and conservation laws
- A new conservation theorem
- Numerical comparison of local risk-minimisation and mean-variance hedging
- Symmetry Reductions of a Hamilton-Jacobi-Bellman Equation Arising in Financial Mathematics
- The nonlinear differential equation 𝑦”+𝑝(𝑥)𝑦+𝑐𝑦⁻³=0
- Conservation laws for the Black-Scholes equation
- The Lie Algebra sl(2, R) and so-called Kepler-Ermakov Systems
Cited In (24)
- Comment on: ``Conservation laws of two \((2+1)\)-dimensional nonlinear evolution equations with higher-order mixed derivatives
- Conservation laws for a modified lubrication equation
- Nonlinear self-adjointness and conservation laws of the variable coefficient combined KdV equation with a forced term
- Conditional Lie-Bäcklund symmetry reductions and exact solutions of a class of reaction-diffusion equations
- Nonlinear self-adjointness of a class of third order nonlinear dispersive equations
- Nonlinear self-adjoint classification of a Burgers-KdV family of equations
- Title not available (Why is that?)
- Nonlinear self-adjointness of a 2D generalized second order evolution equation
- Symmetries and conservation laws for some compacton equation
- Group classification and conservation laws of a sixth-order thin film type equation
- Self-adjointness and conservation laws for Kadomtsev-Petviashvili-Burgers equation
- Rosenau-KdV equation coupling with the Rosenau-RLW equation: conservation laws and exact solutions
- Some conservation laws for a class of Hamilton-Jacobi-Bellman equations
- Weak self-adjoint differential equations
- Conservation laws of two \((2+1)\)-dimensional nonlinear evolution equations with higher-order mixed derivatives
- Conservation laws for some equations that admit compacton solutions induced by a non-convex convection
- Self-Adjointness and Conservation Laws for a Generalized Dullin-Gottwald-Holm Equation
- Conservation laws for a class of quasi self-adjoint third order equations
- Self-adjointness, symmetries, and conservation laws for a class of wave equations incorporating dissipation
- Conservation laws of the complex short pulse equation and coupled complex short pulse equations
- Some conservation laws for a forced KdV equation
- Symmetry analysis, conserved quantities and applications to a dissipative DGH equation
- Title not available (Why is that?)
- Conserved quantities, global existence and blow-up for a generalized CH equation
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