Boundedness of a derived function of a solution of a class of diffusion variational equations

DOI10.1007/s10114-004-0303-9zbMath1050.60069OpenAlexW2075510619MaRDI QIDQ1882491

Kun Hui Liu

Publication date: 1 October 2004

Published in: Acta Mathematica Sinica. English Series (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10114-004-0303-9

zbMATH Keywords

boundednessdiffusion equationvariational equationclassical solutionstochastic analysis

Mathematics Subject Classification ID

Applications of stochastic analysis (to PDEs, etc.) (60H30) Differential inequalities involving functions of a single real variable (34A40)

Related Items (2)

A new class of impulse stochastic control models with non-negative control quantity ⋮ The generalization of a class of impulse stochastic control models of a geometric Brownian motion

Cites Work

• A problem of singular stochastic control with discretionary stopping
• A class of discounted models for singular diffusion control
• A problem of symmetric variational equation
• On the Optimal Impulse Control Problem for Degenerate Diffusions
• On the Principle of Smooth Fit for a Class of Singular Stochastic Control Problems for Diffusions
• Optimal Impulse Control of a Diffusion Process with Both Fixed and Proportional Costs of Control
• Keeping a satellite aloft: two finite fuel stochastic control models
• A class of singular stochastic control problems
• The existence and uniqueness of solution for a class of stochastic functional equations on S. P. space
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