Initial boundary value problem of an equation from mathematical finance
DOI10.1007/S11401-016-0947-7zbMATH Open1338.35294OpenAlexW2345161230MaRDI QIDQ295950FDOQ295950
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
Recommendations
- The stability of an equation from mathematical finance without the boundary value condition
- An initial-boundary value problem for parabolic Monge-Ampère equation in mathematical finance
- Solutions to the Cauchy problem of a quasilinear degenerate parabolic equation
- scientific article; zbMATH DE number 2052799
- The boundary value condition of a generate parabolic equation
entropy solutionmathematical financeKruzkov's double variables methodOleinik rulespartial boundary condition
Hyperbolic conservation laws (35L65) Free boundary problems for PDEs (35R35) Unilateral problems for linear hyperbolic equations and variational inequalities with linear hyperbolic operators (35L85)
Cites Work
- Nonlinear diffusion equations
- User’s guide to viscosity solutions of second order partial differential equations
- Title not available (Why is that?)
- FIRST ORDER QUASILINEAR EQUATIONS IN SEVERAL INDEPENDENT VARIABLES
- Entropy solutions for nonlinear degenerate problems
- Well-posedness for non-isotropic degenerate parabolic-hyperbolic equations
- A comparison result for FBSDE with applications to decisions theory
- Regularity properties of viscosity solutions of a non-Hörmander degenerate equation
- On the viscosity solutions of a stochastic differential utility problem
- Linear equations of second order with nonnegative characteristic form
- Harnack estimates for weak solutions to a singular parabolic equation
- A Kinetic Formulation of Multidimensional Scalar Conservation Laws and Related Equations
- On the uniqueness and stability of entropy solutions of nonlinear degenerate parabolic equations with rough coefficients
- Stability of entropy solutions to the Cauchy problem for a class of nonlinear hyperbolic-parabolic equations
- Title not available (Why is that?)
- Entropy Solutions for Diffusion-Convection Equations with Partial Diffusivity
- Renormalized Entropy Solutions for Quasi-linear Anisotropic Degenerate Parabolic Equations
- Title not available (Why is that?)
- The stability of solutions for second order quasilinear degenerate parabolic equation
- Title not available (Why is that?)
- Uniqueness and existence for anisotropic degenerate parabolic equations with boundary conditions on a bounded rectangle
Cited In (1)
This page was built for publication: Initial boundary value problem of an equation from mathematical finance
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q295950)