Search Results - subject:"Existence and uniqueness"

A Quasilinear Parabolic Equation with Quadratic Growth of the Gradient modeling Incomplete Financial Markets

Düring, Bertram; Jüngel, Ansgar - 2004

We consider a quasilinear parabolic equation with quadratic gradient terms. It arises in the modelling of an optimal portfolio which maximizes the expected utility from terminal wealth in incomplete markets consisting of risky assets and non-tradable state variables. The existence of solutions...

Persistent link: https://www.econbiz.de/10010263419

Auctions with resale and bargaining power

Cheng, Harrison - In: Journal of Mathematical Economics 47 (2011) 3, pp. 300-308

without resale. We also provide the existence and uniqueness of equilibrium for our model of auctions with resale. …

Persistent link: https://www.econbiz.de/10010875242

Numerical solution for optimal control of the reaction-diffusion equations in cardiac electrophysiology

Nagaiah, Chamakuri; Kunisch, Karl; Plank, Gernot - In: Computational Optimization and Applications 49 (2011) 1, pp. 149-178

Persistent link: https://www.econbiz.de/10009149879

Optimal control of linear stochastic systems with singular costs, and the mean-variance hedging problem with stochastic market conditions

Kohlmann, Michael; Tang, Shanjian - 2000

structure is formulated, and its consequences on the existence and uniqueness of optimal controls and on the uniform convexity … and the existence and uniqueness results on the associated nonlinear singular backward stochastic Riccati differential … equations are obtained under our structure conditions, which generalize Bismut-Peng's existence and uniqueness on nonlinear …

Persistent link: https://www.econbiz.de/10011543597

A Quasilinear Parabolic Equation with Quadratic Growth of the Gradient modeling Incomplete Financial Markets

Düring, Bertram; Jüngel, Ansgar - Zentrum für Finanzen und Ökonometrie, Fachbereich … - 2004

Persistent link: https://www.econbiz.de/10005741226

Отображения с валовой заменимостью в теории экономического равновесия

Polterovich, Victor; Spivak, Vladimir - Volkswirtschaftliche Fakultät, … - 1982

topics considered include existence and uniqueness of equilibrium, comparative statics, coalition stability, and stability of …

Persistent link: https://www.econbiz.de/10008543785