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A parabolic problem arising in Financial Mathematics

Authors :
Pablo Amster
P. De Nápoli
Maria C. Mariani
C. G. Averbuj
Source :
Nonlinear Analysis: Real World Applications. 11:759-763
Publication Year :
2010
Publisher :
Elsevier BV, 2010.

Abstract

We study a parabolic problem arising in Financial Mathematics. Under suitable conditions, we prove the existence and uniqueness of solutions in a general domain using the method of upper and lower solutions and a diagonal argument.

Subjects

Subjects :
Applied Mathematics
Mathematical finance
General Engineering
General Medicine
Domain (software engineering)
Algebra
Computational Mathematics
Calculus
Parabolic problem
Uniqueness
General Economics, Econometrics and Finance
Cantor's diagonal argument
Analysis
Mathematics

Details

ISSN :
14681218
Volume :
11
Database :
OpenAIRE
Journal :
Nonlinear Analysis: Real World Applications
Accession number :
edsair.doi...........02d6e1a7f1e1facce19893b9d1d390d4
Full Text :
https://doi.org/10.1016/j.nonrwa.2009.01.019
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