1. with c > 0 fixed independent of the control L. Their standing Assumption 4 is then satisfied, see [36, Lemma 3.3] which imposes a uniform L 2 bound on the admissible controls L. Then, the corresponding value function v ,c satisfies that its upper-semicontinuous envelope v ,c * is a viscosity subsolution of (2.7) on {v ,c, * (t, s, p, x)+ (x) > ?c};,;if one imposes the additional constraints
2. Multi-asset portfolio optimization with transaction cost;C Atkinson;Applied Mathematical Finance,2004
3. Option pricing with transaction costs and a nonlinear black-scholes equation;G Barles;Finance and Stochastics,1998