A free boundary problem related to singular stochastic control: the parabolic case (Q4713358)
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scientific article; zbMATH DE number 10067
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A free boundary problem related to singular stochastic control: the parabolic case |
scientific article; zbMATH DE number 10067 |
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A free boundary problem related to singular stochastic control: the parabolic case (English)
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25 June 1992
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existence of classical solutions
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smoothness
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growth conditions on data
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existence and uniqueness of polynomially growing, positive, classical solutions
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obstacle problem
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