The stability of an equation from mathematical finance without the boundary value condition

DOI10.1186/s13661-019-1207-zOpenAlexW2947582040MaRDI QIDQ2108311

Zhan Huashui

Publication date: 19 December 2022

Published in: Boundary Value Problems (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1186/s13661-019-1207-z

zbMATH Keywords

entropy solutionboundary value conditionKružkov's bi-variables methodmathematics finance

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Hyperbolic conservation laws (35L65) Free boundary problems for PDEs (35R35) Unilateral problems for linear hyperbolic equations and variational inequalities with linear hyperbolic operators (35L85)

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