Integral Problem for a Partial Differential Equation of High Order in an Infinite Strip
Sign Up to like & getrecommendations! Published in 2018 at "Journal of Mathematical Sciences"
DOI: 10.1007/s10958-018-3829-6
Abstract: We establish conditions for the existence, in the scale of Sobolev spaces, of a unique solution to the problem for partial differential equations of high order with integral conditions in the form of moments. The… read more here.
Keywords: partial differential; integral problem; high order; problem partial ... See more keywords
An optimal consumption and investment problem with partial information
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DOI: 10.1017/apr.2018.7
Abstract: Abstract We consider a finite-time optimal consumption problem where an investor wants to maximize the expected hyperbolic absolute risk aversion utility of consumption and terminal wealth. We treat a stochastic factor model in which the… read more here.
Keywords: information; partial information; problem partial; problem ... See more keywords