Exact null controllability of a semilinear parabolic equation arising in finance

DOI10.1016/J.NAHS.2009.04.007zbMath1194.93027OpenAlexW2054083849MaRDI QIDQ1036641

G. Devipriya, Jeong-Hoon Kim, Kumarasamy Sakthivel, Krishnan Balachandran

Publication date: 13 November 2009

Published in: Nonlinear Analysis. Hybrid Systems (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.nahs.2009.04.007

zbMATH Keywords

observabilitycontrollabilityCarleman estimatesBlack-Scholes equation

Mathematics Subject Classification ID

Controllability (93B05) Initial-boundary value problems for second-order parabolic equations (35K20) Transformations (93B17) Applications of operator theory in optimization, convex analysis, mathematical programming, economics (47N10) Portfolio theory (91G10)

Related Items (1)

On one boundary problem for nonlinear stationary controlled system

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