The obstacle problem for a class of hypoelliptic ultraparabolic equations (Q5438180)
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scientific article; zbMATH DE number 5229306
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The obstacle problem for a class of hypoelliptic ultraparabolic equations |
scientific article; zbMATH DE number 5229306 |
Statements
The obstacle problem for a class of hypoelliptic ultraparabolic equations (English)
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23 January 2008
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obstacle problems
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Kolmogorov equation
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nondivergence form
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unique strong solution
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Dirichlet boundary conditions
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Black-Scholes
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