Pages that link to "Item:Q2474180"
From MaRDI portal
The following pages link to Uniqueness and comparison properties of the viscosity solution to some singular HJB equations (Q2474180):
Displaying 7 items.
- On backward stochastic differential equations and strict local martingales (Q429279) (← links)
- Singular risk-neutral valuation equations (Q1761441) (← links)
- Singular HJB equations with applications to KPZ on the real line (Q2159252) (← links)
- Affine processes under parameter uncertainty (Q2296126) (← links)
- Existence and uniqueness of the viscosity solution to some singular HJB equations (Q2917055) (← links)
- Biological population management based on a Hamilton–Jacobi–Bellman equation with boundary blow up (Q5027392) (← links)
- Duality in optimal consumption-investment problems with alternative data (Q6565559) (← links)