Some weak self-adjoint Hamilton-Jacobi-Bellman equations arising in financial mathematics
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Publication:420052
DOI10.1016/j.nonrwa.2011.07.041zbMath1238.35048OpenAlexW2039886368MaRDI QIDQ420052
M. Redondo, Maria de los Santos Bruzon Gallego, Maria Luz Gandarias
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
Financial applications of other theories (91G80) Geometric theory, characteristics, transformations in context of PDEs (35A30) PDEs in connection with game theory, economics, social and behavioral sciences (35Q91) Quasilinear parabolic equations (35K59)
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