The Boundary Behavior of Blow-Up Solutions Related to a Stochastic Control Problem with State Constraint

Tommaso Leonori, Alessio Porretta. The Boundary Behavior of Blow-Up Solutions Related to a Stochastic Control Problem with State Constraint. SIAM J. Math. Analysis, 39(4):1295-1327, 2007. [doi]

Abstract

Abstract is missing.