相关论文: A boundary point lemma for Black-Scholes type oper…
The work deals with the studies of the existence of solutions of an integro-differential equation in the situation of the difference of the standard Laplacian and the bi-Laplacian in the diffusion term. The proof of the existence of…
We provide a Hopf boundary lemma for the regional fractional Laplacian $(-\Delta)^s_{\Omega}$, with $\Omega\subset\mathbb{R}^N$ a bounded open set. More precisely, given $u$ a pointwise or weak super-solution of the equation…
In this paper we present a MATLAB version of a non-standard finite difference scheme for the numerical solution of the perpetual American put option models of financial markets. These models can be derived from the celebrated Black-Scholes…
The boundary-value problem on semi-axis for one class operator-differential equations of the fourth order, the main part of which has the multiple characteristic is investigated in this paper in Sobolev type weighted space. Correctness and…
We study weak and strong solutions of nonlinear non-compact operator equations in abstract spaces of adapted random points. The main result of the paper is similar to Schauder's fixed-point theorem for compact operators. The illustrative…
In this paper we study some boundary value problems for a fractional analogue of second order elliptic equation with an involution perturbation in a rectangular domain. Theorems on existence and uniqueness of a solution of the considered…
Given a closed, oriented surface, possibly with boundary, and a mapping class, we obtain sharp lower bounds on the number of fixed points of a surface symplectomorphism (i.e. area-preserving map) in the given mapping class, both with and…
We establish a sequential Hopf's Lemma for higher order differential inequalities in one variable and give some applications of this result.
The diffusion system with time-fractional order derivative is of great importance mathematically due to the nonlocal property of the fractional order derivative, which can be applied to model the physical phenomena with memory effects. We…
We provide sharp boundary regularity estimates for solutions to elliptic equations driven by an integro-differential operator obtained as the sum of a Laplacian with a nonlocal operator generalizing a fractional Laplacian. Our approach…
We investigate qualitative and quantitative behavior of a solution of the mathematical model for pricing American style of perpetual put options. We assume the option price is a solution to the stationary generalized Black-Scholes equation…
In this paper, we first establish Hopf's lemmas for parabolic fractional equations and parabolic fractional $p$-equations. Then we derive an asymptotic Hopf's lemma for antisymmetric solutions to parabolic fractional equations. We believe…
We adapt the results of Part 1 to include the unit ball in the Heisenberg group, the model domain with characteristic boundary points. In particular, we construct function spaces on which the Kohn Laplacian with the \bar{\partial}_b-Neumann…
We prove a sharp Schwarz-type lemma for meromorphic functions with spherical derivative uniformly bounded away from zero. As a consequence we deduce an improved quantitative version of a recent normality criterion due to Grahl & Nevo and…
In a refined Sobolev scale, we investigate an elliptic boundary-value problem with additional unknown functions in boundary conditions for which the maximum of orders of boundary operators is grater than or equal to the order of the…
We prove new results on the existence, non-existence, localization and multiplicity of nontrivial solutions for perturbed Hammerstein integral equations. Our approach is topological and relies on the classical fixed point index. Some of the…
We establish some Schwarz type Lemmas for mappings defined on the unit disk with bounded Laplacian. Then we apply these results to obtain boundary versions of the Schwarz lemma.
We consider nonhomogeneous fractional $p$-Laplace equations defined on a bounded nonsmooth domain which goes beyond the Lipschitz category. Under a sufficient flatness assumption on the domain in the sense of Reifenberg, we establish…
We prove Besov boundary regularity for solutions of the homogeneous Dirichlet problem for fractional-order quasi-linear operators with variable coefficients on Lipschitz domains $\Omega$ of $\mathbb{R}^d$. Our estimates are consistent with…
Option contracts can be valued by using the Black-Scholes equation, a partial differential equation with initial conditions. An exact solution for European style options is known. The computation time and the error need to be minimized…