On the viscosity solutions of a stochastic differential utility problem

Journal of Differential Equations

Volumn 186, Issue 1, 2002, Pages 69-87

  Antonelli, Fabio ^a,c   Pascucci, Andrea ^b  

^a UNIVERSITY OF CHIETI   (Italy)

^b UNIVERSITY OF BOLOGNA   (Italy)

^c UNIVERSITY OF L'AQUILA   (Italy)

Author keywords

Bernstein's method; Burger's equation; Stochastic differential utility

Indexed keywords

EID: 0037146385     PISSN: 00220396     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0022-0396(02)00026-8     Document Type: Article

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