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A boundary point lemma for Black-Scholes type operators
1. | School of Mathematics, The University of Manchester, Sackville Street, Manchester M60 1QD, United Kingdom |
2. | Department of Mathematics, Uppsala University, P.O. Box 480, SE-75106 Uppsala, Sweden |
[1] |
Junkee Jeon, Jehan Oh. (1+2)-dimensional Black-Scholes equations with mixed boundary conditions. Communications on Pure and Applied Analysis, 2020, 19 (2) : 699-714. doi: 10.3934/cpaa.2020032 |
[2] |
Marjan Uddin, Hazrat Ali. Space-time kernel based numerical method for generalized Black-Scholes equation. Discrete and Continuous Dynamical Systems - S, 2020, 13 (10) : 2905-2915. doi: 10.3934/dcdss.2020221 |
[3] |
Kais Hamza, Fima C. Klebaner. On nonexistence of non-constant volatility in the Black-Scholes formula. Discrete and Continuous Dynamical Systems - B, 2006, 6 (4) : 829-834. doi: 10.3934/dcdsb.2006.6.829 |
[4] |
Rehana Naz, Imran Naeem. Exact solutions of a Black-Scholes model with time-dependent parameters by utilizing potential symmetries. Discrete and Continuous Dynamical Systems - S, 2020, 13 (10) : 2841-2851. doi: 10.3934/dcdss.2020122 |
[5] |
Rodrigue Gnitchogna Batogna, Abdon Atangana. Generalised class of Time Fractional Black Scholes equation and numerical analysis. Discrete and Continuous Dynamical Systems - S, 2019, 12 (3) : 435-445. doi: 10.3934/dcdss.2019028 |
[6] |
Yahui Niu. A Hopf type lemma and the symmetry of solutions for a class of Kirchhoff equations. Communications on Pure and Applied Analysis, 2021, 20 (4) : 1431-1445. doi: 10.3934/cpaa.2021027 |
[7] |
Piermarco Cannarsa, Patrick Martinez, Judith Vancostenoble. The cost of controlling weakly degenerate parabolic equations by boundary controls. Mathematical Control and Related Fields, 2017, 7 (2) : 171-211. doi: 10.3934/mcrf.2017006 |
[8] |
Hiroshi Watanabe. Solvability of boundary value problems for strongly degenerate parabolic equations with discontinuous coefficients. Discrete and Continuous Dynamical Systems - S, 2014, 7 (1) : 177-189. doi: 10.3934/dcdss.2014.7.177 |
[9] |
Chunlai Mu, Zhaoyin Xiang. Blowup behaviors for degenerate parabolic equations coupled via nonlinear boundary flux. Communications on Pure and Applied Analysis, 2007, 6 (2) : 487-503. doi: 10.3934/cpaa.2007.6.487 |
[10] |
Raluca Clendenen, Gisèle Ruiz Goldstein, Jerome A. Goldstein. Degenerate flux for dynamic boundary conditions in parabolic and hyperbolic equations. Discrete and Continuous Dynamical Systems - S, 2016, 9 (3) : 651-660. doi: 10.3934/dcdss.2016019 |
[11] |
Brahim Allal, Abdelkarim Hajjaj, Jawad Salhi, Amine Sbai. Boundary controllability for a coupled system of degenerate/singular parabolic equations. Evolution Equations and Control Theory, 2021 doi: 10.3934/eect.2021055 |
[12] |
Toshi Ogawa. Degenerate Hopf instability in oscillatory reaction-diffusion equations. Conference Publications, 2007, 2007 (Special) : 784-793. doi: 10.3934/proc.2007.2007.784 |
[13] |
Lingyu Jin, Yan Li. A Hopf's lemma and the boundary regularity for the fractional p-Laplacian. Discrete and Continuous Dynamical Systems, 2019, 39 (3) : 1477-1495. doi: 10.3934/dcds.2019063 |
[14] |
Takesi Fukao, Masahiro Kubo. Nonlinear degenerate parabolic equations for a thermohydraulic model. Conference Publications, 2007, 2007 (Special) : 399-408. doi: 10.3934/proc.2007.2007.399 |
[15] |
Young-Sam Kwon. Strong traces for degenerate parabolic-hyperbolic equations. Discrete and Continuous Dynamical Systems, 2009, 25 (4) : 1275-1286. doi: 10.3934/dcds.2009.25.1275 |
[16] |
Jiebao Sun, Boying Wu, Jing Li, Dazhi Zhang. A class of doubly degenerate parabolic equations with periodic sources. Discrete and Continuous Dynamical Systems - B, 2010, 14 (3) : 1199-1210. doi: 10.3934/dcdsb.2010.14.1199 |
[17] |
U. Biccari, V. Hernández-Santamaría, J. Vancostenoble. Existence and cost of boundary controls for a degenerate/singular parabolic equation. Mathematical Control and Related Fields, 2022, 12 (2) : 495-530. doi: 10.3934/mcrf.2021032 |
[18] |
Zaizheng Li, Qidi Zhang. Sub-solutions and a point-wise Hopf's lemma for fractional $ p $-Laplacian. Communications on Pure and Applied Analysis, 2021, 20 (2) : 835-865. doi: 10.3934/cpaa.2020293 |
[19] |
Hiroshi Watanabe. Existence and uniqueness of entropy solutions to strongly degenerate parabolic equations with discontinuous coefficients. Conference Publications, 2013, 2013 (special) : 781-790. doi: 10.3934/proc.2013.2013.781 |
[20] |
J. Carmelo Flores, Luz De Teresa. Null controllability of one dimensional degenerate parabolic equations with first order terms. Discrete and Continuous Dynamical Systems - B, 2020, 25 (10) : 3963-3981. doi: 10.3934/dcdsb.2020136 |
2020 Impact Factor: 1.916
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