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

DOI10.1080/00036811.2012.699044MaRDI QIDQ2844798zbMATH OpenOpenAlexFDO

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

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)

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Cites work

• Divergent solutions of the heat equation: On an article of Lutz, Miyake and Schäfke
• Evolution equations with real time variable and complex spatial variables
• Formal power series solutions of the heat equation in one spatial variable
• Geometric theory of semilinear parabolic equations
• Higher-order heat and Laplace-type equations with real time variable and complex spatial variable
• Isolated singularities of the 1D complex viscous Burgers equation
• On the Borel summability of divergent solutions of the heat equation
• Optimum consumption and portfolio rules in a continuous-time model
• The partial differential equation u_t + uu_x = μ_xx
• The pricing of options and corporate liabilities
• Wave and telegraph equations with real time variable and complex spatial variables
• Zeros of complex caloric functions and singularities of complex viscous Burgers equation

Cited in

(1)

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

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