Discretisation of abstract linear evolution equations of parabolic type

DOI10.1186/1687-1847-2012-14zbMath1278.65078OpenAlexW2147832041WikidataQ59271299 ScholiaQ59271299MaRDI QIDQ387293

Maria do Rosário Grossinho, Eva Morais, Fernando F. Gonçalves

Publication date: 20 December 2013

Published in: Advances in Difference Equations (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1186/1687-1847-2012-14

zbMATH Keywords

finite-difference methodsfinancial mathematicsparabolic evolution equations

Mathematics Subject Classification ID

Discrete version of topics in analysis (39A12) Numerical solutions to equations with linear operators (65J10)

Related Items

Spatial approximation of nondivergent type parabolic PDEs with unbounded coefficients related to finance

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