Initial boundary value problem of an equation from mathematical finance

DOI10.1007/S11401-016-0947-7MaRDI QIDQ295950zbMATH OpenOpenAlexFDO

Authors Huashui Zhan

Publication date 14 June 2016

Published in Chinese Annals of Mathematics. Series B (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s11401-016-0947-7

zbMATH Keywords

entropy solutionKruzkov's double variables methodmathematical financeOleinik rulespartial boundary condition

Mathematics Subject Classification ID

Hyperbolic conservation laws (35L65) Unilateral problems for linear hyperbolic equations and variational inequalities with linear hyperbolic operators (35L85) Free boundary problems for PDEs (35R35)

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Cited in

(2)

• The stability of an equation from mathematical finance without the boundary value condition
• Solutions to the Cauchy problem of a quasilinear degenerate parabolic equation

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