Initial boundary value problem of an equation from mathematical finance

DOI10.1007/S11401-016-0947-7zbMATH Open1338.35294OpenAlexW2345161230MaRDI QIDQ295950FDOQ295950

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 solutionmathematical financeKruzkov's double variables methodOleinik rulespartial boundary condition

Mathematics Subject Classification ID

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

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Cited in

(2)

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

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