Some weak self-adjoint HamiltonJacobiBellman equations arising in financial mathematics

  1. Gandarias, M.L.
  2. Redondo, M.
  3. Bruzón, M.S.
Journal:
Nonlinear Analysis: Real World Applications

ISSN: 1468-1218

Year of publication: 2012

Volume: 13

Issue: 1

Pages: 340-347

Type: Article

DOI: 10.1016/J.NONRWA.2011.07.041 GOOGLE SCHOLAR