An Initial Value Problem for Parabolic Monge-AmpOere Equation from Investment Theory

Authors

  • Guanglie Wang & Songzhe Lian

Keywords:

Existence of solution;Optimal portfolio

Abstract

In this paper the upwind discontinuous Galerkin methods with triangle meshes for two dimensional neutron transport equations will be studied. The stability for both of the semi-discrete and full-discrete method will be proved.

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Published

2020-05-12

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  • 2595

Issue

Vol. 16 No. 4 (2003)

Section

Articles

How to Cite

An Initial Value Problem for Parabolic Monge-AmpOere Equation from Investment Theory. (2020). Journal of Partial Differential Equations, 16(4), 381-383. https://global-sci.com/index.php/jpde/article/view/4013