Linear and nonlinear ultraparabolic equations of Kolmogorov type arising in diffusion theory and in finance (2002)

by Ermanno Lanconelli , Andrea Pascucci , Sergio Polidoro
Venue:NONLINEAR PROBLEMS IN MATHEMATICAL PHYSICS AND RELATED TOPICS VOL. II IN HONOR OF PROFESSOR O.A. LADYZHENSKAYA”. INTERNATIONAL MATHEMATICAL SERIES
Citations:20 - 14 self