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M

M. Redondo

Researcher at University of Cádiz

Publications -  1
Citations -  32

M. Redondo is an academic researcher from University of Cádiz. The author has contributed to research in topics: Bellman equation & Simultaneous equations. The author has an hindex of 1, co-authored 1 publications receiving 31 citations.

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Some weak self-adjoint Hamilton–Jacobi–Bellman equations arising in financial mathematics

TL;DR: In this paper, Gandarias et al. introduced weak self-adjoint Hamilton-Jacobi-Bellman equations and proved conservation laws for some of these partial differential equations by using a general theorem on conservation laws proved in Ibragimov (2007) and the new concept of weak selfadjointness.