A free boundary problem related to singular stochastic control: the parabolic case

DOI10.1080/03605309108820763zbMath0746.35058OpenAlexW2077216271WikidataQ57636057 ScholiaQ57636057MaRDI QIDQ4713358

Halil Mete Soner, Steven E. Shreve

Publication date: 25 June 1992

Published in: Communications in Partial Differential Equations (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03605309108820763

zbMATH Keywords

smoothnessobstacle problemexistence of classical solutionsexistence and uniqueness of polynomially growing, positive, classical solutionsgrowth conditions on data

Mathematics Subject Classification ID

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