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

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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.

Keywords:

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