Existence-uniqueness of solutions for a class of parabolic equations with unbounded coefficients and applications

MaRDI QIDQ3411577zbMATH OpenFDO

Authors Jian Pan

Publication date 11 December 2006

zbMATH Keywords

Hull-White modelSchauder theory

Mathematics Subject Classification ID

Maximum principles in context of PDEs (35B50) Initial value problems for second-order parabolic equations (35K15)

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(4)

• A parabolic problem arising in financial mathematics
• Existence of unbounded solutions to parabolic equations with functional dependence
• Existence and uniqueness results for a semilinear Black-Scholes type equation
• Existence and Meyers estimate for the solutions of some nonlinear parabolic unilateral problems

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