An initial-boundary value problem for parabolic Monge-Ampère equation in mathematical finance

DOI10.1007/S11401-016-0973-5MaRDI QIDQ335038zbMATH OpenOpenAlexFDO

Authors Changyu Ren, Ming Li

Publication date 2 November 2016

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

Full work available at URL https://doi.org/10.1007/s11401-016-0973-5

zbMATH Keywords

initial-boundary value problemstrong convex monotonic functionparabolic Monge-Ampère equation

Mathematics Subject Classification ID

PDEs in connection with game theory, economics, social and behavioral sciences (35Q91) A priori estimates in context of PDEs (35B45) Smoothness and regularity of solutions to PDEs (35B65) Parabolic Monge-Ampère equations (35K96) Financial applications of other theories (91G80)

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• scientific article; zbMATH DE number 2067164 (Why is no real title available?)
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• scientific article; zbMATH DE number 3895476 (Why is no real title available?)
• scientific article; zbMATH DE number 3277871 (Why is no real title available?)
• Existence of solutions to initial value problem for a parabolic Monge-Ampère equation and application
• The dirichlet problem for nonlinear second-order elliptic equations I. Monge-ampégre equation

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