Convexity of solutions of parabolic equations

DOI10.1016/J.CRMA.2006.02.014zbMath1096.35006OpenAlexW2069136284MaRDI QIDQ2499701

Pierre-Louis Lions, Marek Musiela

Publication date: 14 August 2006

Published in: Comptes Rendus. Mathématique. Académie des Sciences, Paris (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.crma.2006.02.014

zbMATH Keywords

fully nonlinear equations

Mathematics Subject Classification ID

Nonlinear parabolic equations (35K55) Oscillation, zeros of solutions, mean value theorems, etc. in context of PDEs (35B05) Initial value problems for second-order parabolic equations (35K15)

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Cites Work

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• Viscosity solutions of fully nonlinear second-order elliptic partial differential equations
• Rearrangements and convexity of level sets in PDE
• Convex viscosity solutions and state constraints
• Contingent Claims and Market Completeness in a Stochastic Volatility Model
• User’s guide to viscosity solutions of second order partial differential equations

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