On the uniqueness of classical solutions of Cauchy problems
DOI10.1090/S0002-9939-10-10306-2zbMath1194.35012arXiv0908.1086MaRDI QIDQ3566668
Publication date: 8 June 2010
Published in: Proceedings of the American Mathematical Society (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/0908.1086
strict local martingalesa necessary and sufficient condition for uniquenessEuropean call-type options
Degenerate parabolic equations (35K65) Martingales with continuous parameter (60G44) PDEs in connection with game theory, economics, social and behavioral sciences (35Q91) Uniqueness problems for PDEs: global uniqueness, local uniqueness, non-uniqueness (35A02)
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