HIGHLIGHTS
- who: ANNALES and collaborators from the (UNIVERSITY) have published the research work: 23-57 multidimensional singular stochastic control problem on finite time horizon, in the Journal: (JOURNAL)
- what: The authors show that the value function for this problem is generalized solution of the corresponding HJB equation with locally bounded second derivatives with respect to the space variables and the first derivative with respect to time. The authors provide estimates for the corresponding value function. To prove the authors show first that yxv00,t (s)=θyxv11,t (s) + (1 - θ)yxv22,t (s). __EQUATION__where C47=45 (amax . . .
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