Burgers and Black–Merton–Scholes equations with real time variable and complex spatial variable

DOI10.1080/00036811.2012.699044zbMath1288.47038OpenAlexW2044603333MaRDI QIDQ2844798

Jerome A. Goldstein, Ciprian G. Gal, Sorin Gheorghe Gal

Publication date: 19 August 2013

Published in: Applicable Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00036811.2012.699044

zbMATH Keywords

Burgers equationsemigroups of linear operatorscomplex singular integralsBlack-Merlton-Scholes equationcomplex spatial variables

Mathematics Subject Classification ID

PDEs in connection with fluid mechanics (35Q35) One-parameter semigroups and linear evolution equations (47D06) (C)-semigroups, regularized semigroups (47D60) PDEs in connection with game theory, economics, social and behavioral sciences (35Q91)

Related Items (1)

Schrödinger type equations with real-time variable and complex spatial variables

Cites Work

• The Pricing of Options and Corporate Liabilities
• Optimum consumption and portfolio rules in a continuous-time model
• Isolated singularities of the 1D complex viscous Burgers equation
• Geometric theory of semilinear parabolic equations
• Divergent solutions of the heat equation: On an article of Lutz, Miyake and Schäfke
• Formal power series solutions of the heat equation in one spatial variable
• Evolution equations with real time variable and complex spatial variables
• Zeros of complex caloric functions and singularities of complex viscous Burgers equation
• Higher-order heat and Laplace-type equations with real time variable and complex spatial variable
• On the Borel summability of divergent solutions of the heat equation
• Wave and telegraph equations with real time variable and complex spatial variables
• The partial differential equation u_t + uu_x = μ_xx

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