A quasilinear Dirichlet problem with quadratic growth respect to the gradient and data
✍ Scribed by Moreno-Mérida, Lourdes
- Book ID
- 121348446
- Publisher
- Elsevier Science
- Year
- 2014
- Tongue
- English
- Weight
- 404 KB
- Volume
- 95
- Category
- Article
- ISSN
- 0362-546X
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📜 SIMILAR VOLUMES
Let Ω be a bounded smooth domain in R N , N ≥ 3. We consider the variational problem inf Ω |∇u| 2 for the admissible class Caffarelli and Spruck [L.A. Caffarelli, J. Spruck, Variational problems with critical Sobolev growth and positive Dirichlet data, Indiana Univ. Math. J. 39 (1990) 1-18] proved
A quasilinear parabolic equation with quadratic gradient terms is analyzed. The equation models an optimal portfolio in so-called incomplete financial markets consisting of risky assets and non-tradable state variables. Its solution allows to compute an optimal portfolio strategy. The quadratic grad