Articles citing this article

The Citing articles tool gives a list of articles citing the current article.
The citing articles come from EDP Sciences database, as well as other publishers participating in CrossRef Cited-by Linking Program. You can set up your personal account to receive an email alert each time this article is cited by a new article (see the menu on the right-hand side of the abstract page).

Cited article:

This article has been cited by the following article(s):

HJB Equations with Gradient Constraint Associated with Controlled Jump-Diffusion Processes

Mark Kelbert and Harold A. Moreno-Franco
SIAM Journal on Control and Optimization 57 (3) 2185 (2019)
DOI: 10.1137/17M1133671
See this article

On the Solutions of the Problem for a Singular Ergodic Control

Yen-Lin Wu and Zhi-You Chen
Journal of Optimization Theory and Applications 173 (3) 746 (2017)
DOI: 10.1007/s10957-017-1099-y
See this article

Large-time behavior for obstacle problems for degenerate viscous Hamilton–Jacobi equations

Hiroyoshi Mitake and Hung V. Tran
Calculus of Variations and Partial Differential Equations 54 (2) 2039 (2015)
DOI: 10.1007/s00526-015-0855-9
See this article

Option Pricing in the Large Risk Aversion, Small Transaction Cost Limit

Ryan Hynd
Communications in Partial Differential Equations 39 (11) 1998 (2014)
DOI: 10.1080/03605302.2014.929145
See this article

Solution to HJB Equations with an Elliptic Integro-Differential Operator and Gradient Constraint

Harold A. Moreno-Franco
Applied Mathematics & Optimization 78 (1) 25 (2018)
DOI: 10.1007/s00245-016-9397-6
See this article

Homogenization and Asymptotics for Small Transaction Costs: The Multidimensional Case

Dylan Possamaï, H. Mete Soner and Nizar Touzi
Communications in Partial Differential Equations 40 (11) 2005 (2015)
DOI: 10.1080/03605302.2015.1053916
See this article

A two-dimensional control problem arising from dynamic contracting theory

Jean-Paul Décamps and Stéphane Villeneuve
Finance and Stochastics 23 (1) 1 (2019)
DOI: 10.1007/s00780-018-0376-4
See this article