首页 | 本学科首页   官方微博 | 高级检索  
     


Initial Boundary Value Problem of an Equation fromMathematical Finance
Authors:Huashui ZHAN
Affiliation:School of Applied Mathematics, Xiamen University of Technology, Xiamen 361024, China
Abstract:Consider the initial boundary value problem of the strongdegenerate parabolic equation$$partial_{xx}u+upartial_{y}u-partial_{t}u =f(x,y,t,u),quad(x,y,t)in Q_{T}=Omegatimes (0,T)$$with a homogeneous boundary condition. By introducing a new kind ofentropy solution, according to Oleinik rules, the partial boundarycondition is given to assure the well-posedness of the problem. Bythe parabolic regularization method, the uniform estimate of thegradient is obtained, and by using Kolmogoroff''s theorem, thesolvability of the equation is obtained in $BV(Q_{T})$ sense. Thestability of the solutions is obtained by Kruzkov''s double variablesmethod.
Keywords:Mathematical finance   Oleinik rules   Partial boundary condition  &Entropy solution   Kruzkov''s double variables method
本文献已被 CNKI 万方数据 SpringerLink 等数据库收录!
点击此处可从《数学年刊B辑(英文版)》浏览原始摘要信息
点击此处可从《数学年刊B辑(英文版)》下载全文
设为首页 | 免责声明 | 关于勤云 | 加入收藏

Copyright©北京勤云科技发展有限公司  京ICP备09084417号