The stability of an equation from mathematical finance without the boundary value condition
Abstract The strong degenerate parabolic equation ∂xxu+u∂yu−∂tu=f(x,y,t,u) $$ \partial _{xx}u+u\partial _{y}u-\partial _{t}u =f(x,y,t,u) $$ comes from the mathematics of finance. A kind of entropy solution is introduced. By Kružkov’s bi-variable method, the stability for entropy solutions only depen...
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| Format: | Article |
| Language: | English |
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SpringerOpen
2019-05-01
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| Series: | Boundary Value Problems |
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| Online Access: | http://link.springer.com/article/10.1186/s13661-019-1207-z |