华侨大学学报(自然科学版)2013,Vol.34Issue(1):112-117,6.
一类退化抛物型方程解的存在唯一性
Existence and Uniqueness Solution for a Class of Degenerate Parabolic Equation
摘要
Abstract
By using the Ficher theory, the maximum principle and the Schauder theory, the existence and uniqueness solution to a definite problem that the price of its derivatives is based on CIR (Cox, Ingersoll and Ross) model is proved by constructing some appropriate auxiliary functions.关键词
CIR模型/Fichera理论/退化抛物型方程/极值原理/Schauder内估计/存在性/唯一性Key words
CIR model/ Ficher theory/ degenerate parabolic equations/ maximum principle/ Schauder interior estimates/ existence/ uniqueness分类
数理科学引用本文复制引用
潘坚,王志焕..一类退化抛物型方程解的存在唯一性[J].华侨大学学报(自然科学版),2013,34(1):112-117,6.基金项目
国家自然科学基金资助项目(NSF11061001) (NSF11061001)
江西省自然科学基金资助项目(2008GZS0025) (2008GZS0025)