Solutions to a stationary nonlinear Black–Scholes type equation
نویسندگان
چکیده
منابع مشابه
A nonlinear second order field equation – similarity solutions and relation to a Bellmann-type equation - Applications to Maxwellian Molecules
In this paper Lie’s formalism is applied to deduce classes of solutions of a nonlinear partial differential equation (nPDE) of second order with quadratic nonlinearity. The equation has the meaning of a field equation appearing in the formulation of kinetic models. Similarity solutions and transformations are given in a most general form derived to the first time in terms of reciprocal Jacobian...
متن کاملBEHAVIOR OF SOLUTIONS TO A FUZZY NONLINEAR DIFFERENCE EQUATION
In this paper, we study the existence, asymptotic behavior of the positive solutions of a fuzzy nonlinear difference equation$$ x_{n+1}=frac{Ax_n+x_{n-1}}{B+x_{n-1}}, n=0,1,cdots,$$ where $(x_n)$ is a sequence of positive fuzzy number, $A, B$ are positive fuzzy numbers and the initial conditions $x_{-1}, x_0$ are positive fuzzy numbers.
متن کاملa nonlinear second order field equation – similarity solutions and relation to a bellmann-type equation - applications to maxwellian molecules
in this paper lie’s formalism is applied to deduce classes of solutions of a nonlinear partialdifferential equation (npde) of second order with quadratic nonlinearity. the equation has themeaning of a field equation appearing in the formulation of kinetic models. similaritysolutions and transformations are given in a most general form derived to the first time interms of reciprocal jacobian ell...
متن کاملSpectral Properties of Stationary Solutions of the Nonlinear Heat Equation
(1.1) ut −∆u = |u|u, u|∂Ω = 0, u(0) = u0. It is well known that the above initial value problem is locally well-posed. More precisely, there exists a maximal time 0 < Tu0 ≤ ∞ and a (unique) function u ∈ C([0, Tu0), C0(Ω))∩C((0, Tu0), C(Ω))∩C((0, Tu0), C0(Ω)) which is a classical solution of (1.1) on (0, Tu0) and such that u(0) = u0. Furthermore, there is the blowup alternative: either Tu0 ...
متن کاملbehavior of solutions to a fuzzy nonlinear difference equation
in this paper, we study the existence, asymptotic behavior of the positive solutions of a fuzzy nonlinear difference equation$$ x_{n+1}=frac{ax_n+x_{n-1}}{b+x_{n-1}}, n=0,1,cdots,$$ where $(x_n)$ is a sequence of positive fuzzy number, $a, b$ are positive fuzzy numbers and the initial conditions $x_{-1}, x_0$ are positive fuzzy numbers.
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Journal of Mathematical Analysis and Applications
سال: 2002
ISSN: 0022-247X
DOI: 10.1016/s0022-247x(02)00434-1