Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
837637 | Nonlinear Analysis: Real World Applications | 2011 | 11 Pages |
Abstract
We study an integro-differential parabolic problem modeling a process with jumps arising in financial mathematics. Under suitable conditions, we prove the existence of weak solutions to a more general integro-differential equation by using the Schaefer’s fixed point theorem and generalize the result to unbounded domains.
Related Topics
Physical Sciences and Engineering
Engineering
Engineering (General)
Authors
Maria C. Mariani, Indranil SenGupta,