Convexity of solutions of parabolic equations
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Publication:2499701
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
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
- 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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