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Symmetry Reductions of a Hamilton-Jacobi-Bellman Equation Arising in Financial Mathematics

✍ Scribed by Naicker, V; Andriopoulos, K; Leach, PGL

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Some weak self-adjoint Hamilton–Jacobi–B

✍ M.L. Gandarias; M. Redondo; M.S. Bruzón 📂 Article 📅 2012 🏛 Elsevier Science 🌐 English ⚖ 219 KB

Analysis of Hamilton-Jacobi-Bellman equa

✍ Hynd, Ryan 📂 Article 📅 2012 🏛 EDP Sciences 🌐 English ⚖ 261 KB

Smooth solutions of the Hamilton-Jacobi-

✍ A. S. Bratus’; S. Yu. Zaichik 📂 Article 📅 2010 🏛 Springer 🌐 English ⚖ 468 KB

Degeneracy domain of a nonlinearity in t

✍ N. V. Krylov; G. V. Nosovskii; M. V. Safonov 📂 Article 📅 1987 🏛 SP MAIK Nauka/Interperiodica 🌐 English ⚖ 275 KB

A Penalty Method for the Numerical Solut

✍ Witte, J. H.; Reisinger, C. 📂 Article 📅 2011 🏛 Society for Industrial and Applied Mathematics 🌐 English ⚖ 288 KB

Local solutions to the Hamilton-Jacobi-B

✍ A. S. Bratus’; D. V. Iourtchenko; J. -L. Menaldi 📂 Article 📅 2006 🏛 SP MAIK Nauka/Interperiodica 🌐 English ⚖ 183 KB