| 一类退化抛物型方程半无界问题解的存在性 |
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| 引用本文： | 周香英.一类退化抛物型方程半无界问题解的存在性[J].赣南师范学院学报,2006,27(6):19-23. |
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| 作者姓名： | 周香英 |
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| 作者单位： | 赣南师范学院,数学与计算机科学学院,江西,赣州,341000 |
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| 摘 要： | 研究随机利率满足C-I-R模型时其衍生产品的价格所满足的边值问题．利用极值原理、闸函数、Schauder内估计和抛物正则化的方法,证明了此半无界问题解的存在性、唯一性．
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| 关 键 词： | 极值原理 闸函数 退化抛物型方程 存在性 |
| 文章编号： | 1004-8332（2006）06-0019-05 |
| 收稿时间： | 2006-02-27 |
| 修稿时间： | 2006-07-03 |
Existence of Boundary Value Problems of Solutions for a Class of Degenerate Parabolic Equations |
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| ZHOU Xiang-ying.Existence of Boundary Value Problems of Solutions for a Class of Degenerate Parabolic Equations[J].Journal of Gannan Teachers' College(Social Science(2)),2006,27(6):19-23. |
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| Authors: | ZHOU Xiang-ying |
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| Institution: | School of Mathematics and Computer Science, Gannan Teachers College, Ganzhou 341000, China |
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| Abstract: | In this paper ,a boundary value problem for a class of degenerate parabolic equations in which interest rate derivatives satisfy when the interest rate is modeled by C-I-R model is considered .By using the maximum principle, the barrier function, the Sehauder interior estimate and the parabolic regularization method, we prove the existence and uniqueness of the solutions to the boundary value problem. |
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| Keywords: | Maximum principle Barrier function Degenerate parabolic equation Existence |
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