Burgers and Black–Merton–Scholes equations with real time variable and complex spatial variable

DOI10.1080/00036811.2012.699044zbMATH Open1288.47038OpenAlexW2044603333MaRDI QIDQ2844798FDOQ2844798

Authors: Ciprian G. Gal, Jerome A. Goldstein, Sorin G. Gal 

Publication date: 19 August 2013

Published in: Applicable Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00036811.2012.699044

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zbMATH Keywords

Burgers equationsemigroups of linear operatorscomplex singular integralsBlack-Merlton-Scholes equationcomplex spatial variables

Mathematics Subject Classification ID

PDEs in connection with game theory, economics, social and behavioral sciences (35Q91) PDEs in connection with fluid mechanics (35Q35) One-parameter semigroups and linear evolution equations (47D06) (C)-semigroups, regularized semigroups (47D60)

Cites Work

• The pricing of options and corporate liabilities
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• Zeros of complex caloric functions and singularities of complex viscous Burgers equation
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• Evolution equations with real time variable and complex spatial variables
• Wave and telegraph equations with real time variable and complex spatial variables
• Formal power series solutions of the heat equation in one spatial variable
• Higher-order heat and Laplace-type equations with real time variable and complex spatial variable

Cited In (1)

• Schrödinger type equations with real-time variable and complex spatial variables

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