Distribution-valued weak solutions to a parabolic problem arising in financial mathematics.

Eydenberg, Michael; Mariani, Maria Christina

Electronic Journal of Differential Equations (EJDE) [electronic only] (2009)

  • Volume: 2009, page Paper No. 91, 17 p., electronic only-Paper No. 91, 17 p., electronic only
  • ISSN: 1072-6691

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Eydenberg, Michael, and Mariani, Maria Christina. "Distribution-valued weak solutions to a parabolic problem arising in financial mathematics.." Electronic Journal of Differential Equations (EJDE) [electronic only] 2009 (2009): Paper No. 91, 17 p., electronic only-Paper No. 91, 17 p., electronic only. <http://eudml.org/doc/117599>.

@article{Eydenberg2009,
author = {Eydenberg, Michael, Mariani, Maria Christina},
journal = {Electronic Journal of Differential Equations (EJDE) [electronic only]},
keywords = {Black-Scholes type equations; existence; uniqueness; growth conditions},
language = {eng},
pages = {Paper No. 91, 17 p., electronic only-Paper No. 91, 17 p., electronic only},
publisher = {Southwest Texas State University, Department of Mathematics, San Marcos, TX; North Texas State University, Department of Mathematics, Denton},
title = {Distribution-valued weak solutions to a parabolic problem arising in financial mathematics.},
url = {http://eudml.org/doc/117599},
volume = {2009},
year = {2009},
}

TY - JOUR
AU - Eydenberg, Michael
AU - Mariani, Maria Christina
TI - Distribution-valued weak solutions to a parabolic problem arising in financial mathematics.
JO - Electronic Journal of Differential Equations (EJDE) [electronic only]
PY - 2009
PB - Southwest Texas State University, Department of Mathematics, San Marcos, TX; North Texas State University, Department of Mathematics, Denton
VL - 2009
SP - Paper No. 91, 17 p., electronic only
EP - Paper No. 91, 17 p., electronic only
LA - eng
KW - Black-Scholes type equations; existence; uniqueness; growth conditions
UR - http://eudml.org/doc/117599
ER -

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