Nonlocal equations with gradient constraints
Author:
Funder
Iran National Science Foundation
Publisher
Springer Science and Business Media LLC
Subject
Applied Mathematics,Analysis
Link
https://link.springer.com/content/pdf/10.1007/s00526-023-02536-0.pdf
Reference51 articles.
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3. Benth, F.E., Karlsen, K.H., Reikvam, K.: Optimal portfolio selection with consumption and nonlinear integro-differential equations with gradient constraint: a viscosity solution approach. Finance Stoch. 5(3), 275–303 (2001)
4. Benth, F.E., Karlsen, K.H., Reikvam, K.: Portfolio optimization in a Lévy market with intertemporal substitution and transaction costs. Stoch. Stoch. Rep. 74(3–4), 517–569 (2002)
5. Bjorland, C., Caffarelli, L.A., Figalli, A.: Nonlocal tug-of-war and the infinity fractional laplacian. Commun. Pure Appl. Math. 65(3), 337–380 (2012)
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