Determination of a source term in a partial differential equation arising in finance

DOI10.1080/00036810902786433zbMath1170.35328OpenAlexW2069015253WikidataQ115316121 ScholiaQ115316121MaRDI QIDQ3634317

R. Sowrirajan, Krishnan Balachandran

Publication date: 24 June 2009

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

Full work available at URL: https://doi.org/10.1080/00036810902786433

zbMATH Keywords

Black-Scholes equationCarleman estimatestability estimate

Mathematics Subject Classification ID

Stability in context of PDEs (35B35) Initial-boundary value problems for second-order parabolic equations (35K20) Inverse problems for PDEs (35R30) Financial applications of other theories (91G80) PDEs in connection with game theory, economics, social and behavioral sciences (35Q91)

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