Discretisation of abstract linear evolution equations of parabolic type

DOI10.1186/1687-1847-2012-14MaRDI QIDQ387293zbMATH OpenOpenAlexWikidataFDO

Authors Fernando F. Gonçalves, Maria do Rosário Grossinho, Eva Morais

Publication date 20 December 2013

Published in Advances in Difference Equations (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1186/1687-1847-2012-14

zbMATH Keywords

financial mathematicsfinite-difference methodsparabolic evolution equations

Mathematics Subject Classification ID

Discrete version of topics in analysis (39A12) Numerical solutions to equations with linear operators (65J10)

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• Space discretization of Cauchy problems for multidimensional PDEs with unbounded coefficients arising in financial mathematics
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Cited in

(3)

• Spatial approximation of nondivergent type parabolic PDEs with unbounded coefficients related to finance
• Time discretization of an initial value problem for a simultaneous abstract evolution equation applying to parabolic-hyperbolic phase-field systems
• scientific article; zbMATH DE number 687793 (Why is no real title available?)

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