This dissertation is concerned with nonlinear partial differential equations and their financial applications. We establish a multiplicity result for positive solutions to a class of nonlinear Dirichlet problems and study an optimal trading strategy that is characterized as a solution of a stochastic control problem and the associated quasi-variational Hamilton-Jacobi-Bellman inequality.
Subject (authority = RUETD)
Topic
Mathematics
Subject (authority = ETD-LCSH)
Topic
Differential equations, Partial
Subject (authority = ETD-LCSH)
Topic
Electronic trading of securities
RelatedItem (type = host)
TitleInfo
Title
Rutgers University Electronic Theses and Dissertations
Identifier (type = RULIB)
ETD
Identifier
ETD_6313
PhysicalDescription
Form (authority = gmd)
electronic resource
InternetMediaType
application/pdf
InternetMediaType
text/xml
Extent
1 online resource (v, 56 p. : ill.)
Note (type = degree)
Ph.D.
Note (type = bibliography)
Includes bibliographical references
Note (type = statement of responsibility)
by Vladimir Fedorovich Lubyshev
RelatedItem (type = host)
TitleInfo
Title
Graduate School - New Brunswick Electronic Theses and Dissertations
Identifier (type = local)
rucore19991600001
Location
PhysicalLocation (authority = marcorg); (displayLabel = Rutgers, The State University of New Jersey)
Rutgers University. Graduate School - New Brunswick
AssociatedObject
Type
License
Name
Author Agreement License
Detail
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