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PDE solutions of stochastic differential utility

Authors

D. Duffie P.-L. Lions

Citation

D. Duffie et P.-L. Lions, PDE solutions of stochastic differential utility, Journal of mathematical economics, 21(06), 1992, pp. 577

Journal title

Journal of mathematical economics → ACNP

ISSN journal

03044068

Volume

21

Issue

06

Year of publication

1992

Database

ICR

SICI code

0304-4068(1992)21:06<577:PSOSDU>2.0.ZU;2-Q