A general framework for some economic problems with uncertainty and exogenous barriers

R. Agliardi, P. Popivanov and A. Slavova

Economic Modelling, 2012, vol. 29, issue 6, 2320-2324

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.

Keywords: Stochastic dynamic models in Economics; Degenerate elliptic equations (search for similar items in EconPapers)
Date: 2012
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Persistent link: https://EconPapers.repec.org/RePEc:eee:ecmode:v:29:y:2012:i:6:p:2320-2324

DOI: 10.1016/j.econmod.2012.07.014

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