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zbMath1270.35191MaRDI QIDQ3582123

Yang Wang, Baojun Bian

Publication date: 2 September 2010

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

Hamilton-Jacobi-Bellman equation convexity preserving property

Mathematics Subject Classification ID

Derivative securities (option pricing, hedging, etc.) (91G20) Existence problems for PDEs: global existence, local existence, non-existence (35A01) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25) Viscosity solutions to PDEs (35D40) Uniqueness problems for PDEs: global uniqueness, local uniqueness, non-uniqueness (35A02)

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