Bentahar, Imen; Bouchard, Bruno - Sonderforschungsbereich Ökonomisches Risiko <Berlin> - 2006
(·,x)| ≤ Cg (1 + x¯γ) ∀ x ∈ ¯O∗,
(iii) ˆg is upper semi-continuous on [0,T]×(0,∞)d and has linear growth.
Under H˜K and (i … proving this theorem comes from the growth condition (3.10)
which is non-standard. In the case where ¯O is not bounded, the … Growth and monotonicity properties
In this section, we provide the proof of Proposition 3.1.
Proof of (3.9)-(3.10). The lower …