| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 4611061 | Journal of Differential Equations | 2012 | 41 Pages |
Abstract
The paper studies the Heath–Jarrow–Morton–Musiela equation of the bond market. The equation is analyzed in weighted spaces of functions defined on [0,+∞). Sufficient conditions for local and global existence are obtained. For equation with the linear diffusion term the conditions for global existence are close to the necessary ones.
Related Topics
Physical Sciences and Engineering
Mathematics
Analysis
