Inverse parabolic problem with the Heaviside function arising in finance
DOI10.1080/00036811.2022.2091549zbMath1523.35298OpenAlexW4283658438MaRDI QIDQ6079822
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Publication date: 29 September 2023
Published in: Applicable Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00036811.2022.2091549
Inverse problems for PDEs (35R30) Computational methods for problems pertaining to game theory, economics, and finance (91-08) Numerical methods for inverse problems for initial value and initial-boundary value problems involving PDEs (65M32) Second-order parabolic equations (35K10) Uniqueness problems for PDEs: global uniqueness, local uniqueness, non-uniqueness (35A02) PDEs in connection with statistics (35Q62)
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