An initial-boundary value problem for parabolic Monge-Ampère equation in mathematical finance

DOI10.1007/s11401-016-0973-5zbMath1352.35196OpenAlexW2510010123MaRDI QIDQ335038

Changyu Ren, Ming Li

Publication date: 2 November 2016

Published in: Chinese Annals of Mathematics. Series B (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11401-016-0973-5

zbMATH Keywords

initial-boundary value problemparabolic Monge-Ampère equationstrong convex monotonic function

Mathematics Subject Classification ID

Smoothness and regularity of solutions to PDEs (35B65) A priori estimates in context of PDEs (35B45) Financial applications of other theories (91G80) PDEs in connection with game theory, economics, social and behavioral sciences (35Q91) Parabolic Monge-Ampère equations (35K96)

Cites Work

• Existence of solutions to initial value problem for a parabolic Monge-Ampère equation and application
• The dirichlet problem for nonlinear second-order elliptic equations I. Monge-ampégre equation
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