Pages that link to "Item:Q1401577"
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The following pages link to Viscosity solutions of an infinite-dimensional Black-Scholes-Barenblatt equation (Q1401577):
Displaying 14 items.
- Optimal stopping of a Hilbert space valued diffusion: an infinite dimensional variational inequality (Q282076) (← links)
- Free boundary problem of Barenblatt equation in stochastic control (Q316890) (← links)
- Integro-PDE in Hilbert spaces: existence of viscosity solutions (Q345036) (← links)
- A stochastic control problem with delay arising in a pension fund model (Q483928) (← links)
- An approximation scheme for Black-Scholes equations with delays (Q601061) (← links)
- Mild solutions of semilinear elliptic equations in Hilbert spaces (Q730124) (← links)
- Maximum principles for infinite dimensional diffusion equations (Q874890) (← links)
- A free boundary problem arising from a stochastic optimal control model under controllable risk (Q907786) (← links)
- Path-dependent equations and viscosity solutions in infinite dimension (Q1747749) (← links)
- A fully nonlinear free boundary problem arising from optimal dividend and risk control model (Q2280170) (← links)
- Infinite-dimensional Black-Scholes equation with hereditary structure (Q2480781) (← links)
- A Free Boundary Problem Arising from a Stochastic Optimal Control Model with Bounded Dividend Rate (Q2929460) (← links)
- Numerical Methods for Non-Linear Black–Scholes Equations (Q3565099) (← links)
- A Free Boundary Problem of Liquidity Management for Optimal Dividend and Insurance in Finite Horizon (Q5000635) (← links)
