A parabolic problem arising in Financial Mathematics

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.

Guardado en:
Detalles Bibliográficos
Autores principales: Amster, P., Averbuj, C., De Nápoli, P., Mariani, M.C.
Formato: JOUR
Materias:
Financial Mathematics
Parabolic problems
Existence and uniqueness of solution
Financial mathematics
Method of upper and lower solutions
Mathematical techniques
Finance
Acceso en línea:http://hdl.handle.net/20.500.12110/paper_14681218_v11_n2_p759_Amster
Aporte de:
Biblioteca Digital - Facultad de Ciencias Exactas y Naturales (UBA) de Universidad de Buenos Aires
Descripción
Sumario: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.

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