Pages that link to "Item:Q2381921"

The following pages link to A continuous dependence result for ultraparabolic equations in option pricing (Q2381921):

Displaying 15 items.

• Nonclassical problem for ultraparabolic equation in abstract spaces (Q301513) (← links)
• Characterization of solutions of a class of ultraparabolic equations of the Kolmogorov type (Q392922) (← links)
• Mathematical analysis and numerical methods for a PDE model of a stock loan pricing problem (Q394918) (← links)
• A finite difference scheme for nonlinear ultra-parabolic equations (Q494248) (← links)
• Calibration of a path-dependent volatility model: empirical tests (Q961413) (← links)
• On stochastic Langevin and Fokker-Planck equations: the two-dimensional case (Q2064317) (← links)
• Existence of solutions for hybrid systems of differential equations under exogenous information with discontinuous source term (Q2141055) (← links)
• On the regularization of solution of an inverse ultraparabolic equation associated with perturbed final data (Q2260672) (← links)
• On Fujita critical exponent for a nonlinear ultraparabolic equation in an exterior domain (Q2314842) (← links)
• On the Classical Fundamental Solutions of the Cauchy Problem for Ultraparabolic Kolmogorov-Type Equations with Two Groups of Spatial Variables (Q4642283) (← links)
• Iterative regularization method for an abstract inverse Goursat problem (Q5053376) (← links)
• Optimal regularity for degenerate Kolmogorov equations in non-divergence form with rough-in-time coefficients (Q6063046) (← links)
• Fundamental solutions for degenerate parabolic equations: existence, properties, and some applications (Q6147686) (← links)
• Backward and forward filtering under the weak Hörmander condition (Q6163564) (← links)
• A study of the Kuramoto model for synchronization phenomena based on degenerate Kolmogorov-Fokker-Planck equations (Q6640874) (← links)