A general framework for some economic problems with uncertainty and exogenous barriers

This paper provides analytical solutions and regularity results for some second order PDEs of degenerate elliptic type. The motivation is to study several economic models with uncertainty where the variables are constrained by constant barriers.

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Year of publication:	2012
Authors:	Agliardi, R. ; Popivanov, P. ; Slavova, A.
Published in:	Economic Modelling. - Elsevier, ISSN 0264-9993. - Vol. 29.2012, 6, p. 2320-2324
Publisher:	Elsevier
Subject:	Stochastic dynamic models in Economics \| Degenerate elliptic equations

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10010588248