On inverse problem of determination of the coefficient in the Black-Scholes type equation

DOI10.1007/978-3-030-11539-5_35MaRDI QIDQ5235301zbMATH OpenOpenAlexFDO

Authors T. I. Bukharova, V. L. Kamynin

Publication date 10 October 2019

Published in Finite Difference Methods. Theory and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-3-030-11539-5_35

Mathematics Subject Classification ID

Initial-boundary value problems for second-order parabolic equations (35K20) Inverse problems for PDEs (35R30) Numerical methods for inverse problems for initial value and initial-boundary value problems involving PDEs (65M32) Numerical methods (including Monte Carlo methods) (91G60)

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(4)

• Inverse problem of determining the absorption coefficient in a degenerate parabolic equation in the class of L₂-functions
• Solution of ill-posed problems on sets of functions convex along all lines parallel to coordinate axes
• Numerical recovery of a time-dependent potential in subdiffusion ^*
• Inverse problems of finding the lower term in a multidimensional degenerate parabolic equation

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