کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
837960 908352 2012 8 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Some weak self-adjoint Hamilton–Jacobi–Bellman equations arising in financial mathematics
موضوعات مرتبط
مهندسی و علوم پایه سایر رشته های مهندسی مهندسی (عمومی)
پیش نمایش صفحه اول مقاله
Some weak self-adjoint Hamilton–Jacobi–Bellman equations arising in financial mathematics
چکیده انگلیسی

In Gandarias (2011) [12] one of the present authors has introduced the concept of weak self-adjoint equations. This definition generalizes the concept of self-adjoint and quasi self-adjoint equations that were introduced by Ibragimov (2006) [11]. In this paper we find a class of weak self-adjoint Hamilton–Jacobi–Bellman equations which are neither self-adjoint nor quasi self-adjoint. By using a general theorem on conservation laws proved in Ibragimov (2007) [9] and the new concept of weak self-adjointness (Gandarias, 2011) [12] we find conservation laws for some of these partial differential equations.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Nonlinear Analysis: Real World Applications - Volume 13, Issue 1, February 2012, Pages 340–347
نویسندگان
, , ,