Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
838199 | Nonlinear Analysis: Real World Applications | 2010 | 5 Pages |
Abstract
We study a parabolic problem arising in Financial Mathematics. Under suitable conditions, we prove the existence and uniqueness of solutions in a general domain using the method of upper and lower solutions and a diagonal argument.
Related Topics
Physical Sciences and Engineering
Engineering
Engineering (General)
Authors
P. Amster, C. Averbuj, P. De Nápoli, M.C. Mariani,