A Singular Differential Equation Stemming from an Optimal Control Problem in Financial Economics

Author:

Brunovský Pavol,Černý Aleš,Winkler Michael

Publisher

Springer Science and Business Media LLC

Subject

Applied Mathematics,Control and Optimization

Reference9 articles.

1. Barles, G.: Convergence of numerical schemes for degenerate parabolic equations arising in finance theory. In: Rogers, L.C.G., Talay, D. (eds.) Numerical Methods in Finance, pp. 1–21 (1997)

2. Bernstein, C.: Sur certaines équations différentielles ordinaires du second ordre. C. R. Math. Acad. Sci. 138, 950–951 (1904)

3. Černý, A.: Currency crises: introduction of spot speculators. J. Financ. Econom. 4, 75–89 (1999)

4. Cid, J.Á., López-Pouso, O., López-Pouso, R.: Existence of infinitely many solutions for second-order singular initial value problems with an application to nonlinear massive gravity. Nonlinear Anal., Real World Appl. 12, 2596–2606 (2011)

5. de Coster, C., Habets, P.: Two-point boundary value problems: upper and lower solutions. In: Mathematics in Science and Engineering, vol. 205. Elsevier, Amsterdam (2006)

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