| 一类系数无界抛物型方程解的唯一性及其应用 |
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| 引用本文： | 潘坚. 一类系数无界抛物型方程解的唯一性及其应用[J]. 赣南师范学院学报, 2006, 27(3): 34-36 |
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| 作者姓名： | 潘坚 |
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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： | 本文利用极值原理和常微分方程理论,通过构造恰当的辅助函数,证明了一类系数无界抛物型方程解的唯一性,并阐述其结果在金融数学中的应用.
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| 关 键 词： | 系数无界 极值原理 唯一性 |
| 文章编号： | 1004-8332（2006）03-0034-03 |
| 收稿时间： | 2005-11-01 |
| 修稿时间： | 2006-02-28 |
Uniqueness of Solutions of a Class of Parabolic Equation and Its Application |
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| PAN Jian. Uniqueness of Solutions of a Class of Parabolic Equation and Its Application[J]. Journal of Gannan Teachers' College(Social Science(2)), 2006, 27(3): 34-36 |
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| Authors: | PAN Jian |
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| Affiliation: | School of Mathsmatics and Computer Science , Gannan Teachers College, Ganzhou 341000,China |
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| Abstract: | Using the maximum principle and the ODE theory,we prove the uniqueness of the solutions to a terminal value problem which interest rate derivatives satisfy.In addition,we demonstrate its application in financial mathematics. |
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| Keywords: | Unbounded Coefficients Maximum Principle Uniqueness |
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