Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: On regularity of primal and dual dynamic value functions related to
  investment problem   We study regularity properties of the dynamic value functions of primal and
dual problems of optimal investing for utility functions defined on the whole
real line. Relations between decomposition terms of value processes of primal
and dual problems and between optimal solutions of basic and conditional
utility maximization problems are established. These properties are used to
show that the value function satisfies a corresponding backward stochastic
partial differential equation.
  In the case of complete markets we give conditions on the utility function
when this equation admits a solution.

7
The categories of this paper are: hep-th
35
The categories of this paper are: mtrl-th
37
The categories of this paper are: supr-con
14
The categories of this paper are: math-ph
19
The categories of this paper are: eess
16
The categories of this paper are: stat
26
The categories of this paper are: bayes-an
27
The categories of this paper are: comp-gas
24
The categories of this paper are: dg-ga
4
The categories of this paper are: cond-mat
28
The categories of this paper are: alg-geom
0
The categories of this paper are: hep-ph
11
The categories of this paper are: hep-lat
34
The categories of this paper are: chem-ph
21
The categories of this paper are: adap-org
13
The categories of this paper are: quant-ph