HJdisc-new.bbl
\begin{thebibliography}{10}

\bibitem{BKR:portifolio}
{\sc F.~E. Benth, K.~H. Karlsen, and K.~Reikvam}, {\em Portifolio optimization
  in a {L}\'evy market with intertemporal substitution and transaction costs},
  Stoch. and stoc. reports,  (2002).

\bibitem{CapuzzoDolcettaPerthame}
{\sc I.~Capuzzo~Dolcetta and B.~Perthame}, {\em On some analogy between
  different approaches to first order {PDE}'s with nonsmooth coefficients},
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\bibitem{CocliteRisebroI}
{\sc G.~M. Coclite and N.~H. Risebro}, {\em Conservation laws with a time
  dependent discontinuous coefficients}, preprint, available at the {url: {{\tt
  www.math.ntnu.no$/$conservation}}},  (2002).

\bibitem{ViscosityUserGuide}
{\sc M.~G. Crandall, H.~Ishii, and P.-L. Lions}, {\em User's guide to viscosity
  solutions to second order partial differential equations}, Trans. AMS,
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\bibitem{DalMasoFrankowskaII}
{\sc G.~Dal~Maso and H.~Frankowska}, {\em Value functions for {B}olza problems
  with discontinuous {L}agrangians and {H}amilton-{J}acobi inequalities}, ESAIM
  Control Optim. Calc. Var., 5 (2000), pp.~369--393 (electronic).

\bibitem{DalMasoFrankowska}
{\sc G.~Dal~Maso and H.~Frankowska}, {\em Autonomous integral functionals with
  discontinuous nonconvex integrands: {L}ipschitz regularity of minimizers,
  {D}u{B}ois-{R}eymond neccesary conditions, and {H}amilton--{J}acobi
  equations}, preprint, available at the {url: {\tt
  cvgmt.sns.it$/$papers$/$dalfra02}},  (2002).

\bibitem{Gimsebro:Riemann}
{\sc T.~Gimse and N.~H. Risebro}, {\em Riemann problems with a discontinuous
  flux function}, in Proc. 3rd Internat. Conf. Hyperbolic Problems, Uppsala,
  1991, Studentlitteratur, pp.~488--502.

\bibitem{Gimsebro:Cauchy}
\leavevmode\vrule height 2pt depth -1.6pt width 23pt, {\em Solution of the
  {C}auchy problem for a conservation law with a discontinuous flux function},
  SIAM J. Math. Anal., 23 (1992), pp.~635--648.

\bibitem{Ishii:singular}
{\sc H.~Ishii and M.~Ramaswami}, {\em Uniqueness results for a class of
  {H}amilton--{J}acobi equations with singular coefficients}, Comm. Partial
  Differential Equations,  (1995).

\bibitem{KR:HJequiv}
{\sc K.~H. Karlsen and N.~H. Risebro}, {\em A note on front tracking and the
  equivalence between viscosity solutions of {H}amilton-{J}acobi equations and
  entropy solutions of scalar conservation laws}, Nonlinear Analysis: Theory,
  Methods \& Applications, 50 (2002), pp.~455--469.

\bibitem{KRT:stable}
{\sc K.~H. Karlsen, N.~H. Risebro, and J.~D. Towers}, {\em ${L}^1$ stability
  for entropy solutions of nonlinear degenerate parabolic convection-diffusion
  equations with discontinuous coefficients}.
\newblock Preprint, available at the url {\tt www.math.ntnu.no/conservation},
  2003.

\bibitem{KlausenRisebro1}
{\sc R.~A. Klausen and N.~H. Risebro}, {\em Stability of conservation laws with
  discontinuous coefficients}, J. Differential Equations, 157 (1999),
  pp.~41--60.

\bibitem{KlingenRise:discont}
{\sc C.~Klingenberg and N.~H. Risebro}, {\em Convex conservation laws with
  discontinuous coefficients. {E}xistence, uniqueness and asymptotic behavior},
  Comm. Partial Differential Equations, 20 (1995), pp.~1959--1990.

\bibitem{KlingenRise:resonant}
\leavevmode\vrule height 2pt depth -1.6pt width 23pt, {\em Stability of a
  resonant system of conservation laws modeling polymer flow with gravitation},
  J. Differential Equations, 170 (2001), pp.~344--380.

\bibitem{Kruzkov}
{\sc S.~N. Kru{\v{z}}kov}, {\em First order quasi-linear equations in several
  independent variables}, Math. USSR Sbornik, 10 (1970), pp.~217--243.

\bibitem{Ostrov:radar}
{\sc D.~N. Ostrov}, {\em Viscosity solutions and convergence of monotone
  schemes for synthetic aperture radar shape-from-shading equations with
  discontinuous intensities}, SJAM, 59 (1999), pp.~2060--2085.

\bibitem{Ostrov:SAF}
\leavevmode\vrule height 2pt depth -1.6pt width 23pt, {\em Extending viscosity
  solutions to {E}ikonal equations with discontinuous spatial dependence},
  Nonlin. Anal., 42 (2000), pp.~709--736.

\bibitem{SegVov}
{\sc N.~Seguin and J.~Vovelle}, {\em Analysis and approximation of a scalar
  conservation law with a flux function with discontinuous coefficients.},
  Preprint,  (2002).

\bibitem{Stromberg:irregular}
{\sc T.~Str\"o{}mberg}, {\em On viscosity solutions of irregular
  {H}amilton--{J}acobi equations}, tech. rep., 2003.
\newblock Preprint.

\bibitem{Temple1}
{\sc B.~Temple}, {\em Global solution of the {Cauchy} problem for a class of
  $2\times 2$ non-strictly hyperbolic conservation laws}, Adv. in Appl. Math.,
  3 (1982), pp.~335--375.

\bibitem{Tourin:existing}
{\sc A.~Tourin}, {\em A comparison theorem for a piecewise {L}ipschitz
  continuous {H}amiltonian and application to shape from shading problems},
  Numer. Math.,  (1992).

\bibitem{TowersI}
{\sc J.~D. Towers}, {\em Convergence of a difference scheme for conservation
  laws with a discontinuous flux}, SIAM J. Num. Anal., 38 (2000), pp.~681--698.

\bibitem{TowersII}
\leavevmode\vrule height 2pt depth -1.6pt width 23pt, {\em A difference scheme
  for conservation laws with a discontinuous flux - the nonconvex case}, SIAM
  J. Num. Anal., 39 (2001), pp.~1197--1218.

\end{thebibliography}
