The stability of an equation from mathematical finance without the boundary value condition

DOI10.1186/S13661-019-1207-ZMaRDI QIDQ2108311zbMATH OpenOpenAlexFDO

Authors Zhan Huashui

Publication date 19 December 2022

Published in Boundary Value Problems (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1186/s13661-019-1207-z

zbMATH Keywords

entropy solutionboundary value conditionmathematics financeKružkov's bi-variables method

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Hyperbolic conservation laws (35L65) Free boundary problems for PDEs (35R35) Unilateral problems for linear hyperbolic equations and variational inequalities with linear hyperbolic operators (35L85)

Recommendations

• Initial boundary value problem of an equation from mathematical finance
• On the stability of the equation with a partial boundary value condition
• The partial boundary value conditions of nonlinear degenerate parabolic equation
• An initial-boundary value problem for parabolic Monge-Ampère equation in mathematical finance
• Partial boundary value condition for a nonlinear degenerate parabolic equation

Cites work

• A Kinetic Formulation of Multidimensional Scalar Conservation Laws and Related Equations
• A comparison result for FBSDE with applications to decisions theory
• Entropy Solutions for Diffusion-Convection Equations with Partial Diffusivity
• Entropy solutions for nonlinear degenerate problems
• FIRST ORDER QUASILINEAR EQUATIONS IN SEVERAL INDEPENDENT VARIABLES
• Initial boundary value problem of an equation from mathematical finance
• On the uniqueness and stability of entropy solutions of nonlinear degenerate parabolic equations with rough coefficients
• On the viscosity solutions of a stochastic differential utility problem
• Regularity properties of viscosity solutions of a non-Hörmander degenerate equation
• Renormalized Entropy Solutions for Quasi-linear Anisotropic Degenerate Parabolic Equations
• Solutions to the Cauchy problem of a quasilinear degenerate parabolic equation
• Stability of entropy solutions to the Cauchy problem for a class of nonlinear hyperbolic-parabolic equations
• The stability of solutions for second order quasilinear degenerate parabolic equation
• Uniqueness and existence for anisotropic degenerate parabolic equations with boundary conditions on a bounded rectangle
• User’s guide to viscosity solutions of second order partial differential equations
• Well-posedness for non-isotropic degenerate parabolic-hyperbolic equations

Cited in

(2)

• Initial boundary value problem of an equation from mathematical finance
• Multi-factor financial derivatives on finite domains

This page was built for publication: The stability of an equation from mathematical finance without the boundary value condition

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2108311)