The following information was submitted:
Transactions: WSEAS TRANSACTIONS ON MATHEMATICS
Transactions ID Number: 52-434
Full Name: Huashui Zhan
Position: Professor
Age: ON
Sex: Male
Address: School of Sciences, Jimei University, Xiamen, 361021
Country: CHINA
Tel: 8605926183895
Tel prefix:
Fax: 8605926181892
E-mail address: hszhan@jmu.edu.cn
Other E-mails: huashuizhan@163.com
Title of the Paper: on a degenerate parabolic equation from finance
Authors as they appear in the Paper: Huashui Zhan
Email addresses of all the authors: hszhan@jmu.edu.cn
Number of paper pages: 11
Abstract: By Oleinik's line method, the paper gets the existence, uniqueness of the solutions for the initial boundary problem with the following equation in $[0,T]\times \Omega $: \begin{equation*} \partial _{xx}u+u\partial _{y}u-\partial _{t}u=f(\cdot ,u), \end{equation*} where the function $u(x,t)$ is the utility function of a agent's decision under risk. Also, the global weak solution of Cauchy problem is discussed.
Keywords: Degenerate parabolic equation, existence, uniqueness, initial boundary problem, global weak solution
EXTENSION of the file: .pdf
Special (Invited) Session: no
Organizer of the Session: no
How Did you learn about congress: Partial differential equation
IP ADDRESS: 222.76.205.137
