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.
R. Agliardi, P. Popivanov, A. Slavova (2012). A general framework for some economic problems with uncertainty and exogenous barriers. ECONOMIC MODELLING, 29(6), 2320-2324 [10.1016/j.econmod.2012.07.014].
A general framework for some economic problems with uncertainty and exogenous barriers
AGLIARDI, ROSSELLA;
2012
Abstract
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.File in questo prodotto:
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