PDE solutions of stochastic differential utility
| Year of publication: |
1992
|
|---|---|
| Authors: | Duffie, Darrel ; Lions, Pierre-Louis |
| Published in: |
Journal of Mathematical Economics. - Elsevier, ISSN 0304-4068. - Vol. 21.1992, 6, p. 577-606
|
| Publisher: |
Elsevier |