[1]潘坚.一类Cauchy问题解的唯一性及其应用[J].华侨大学学报(自然科学版),2005,26(4):349-352.[doi:10.3969/j.issn.1000-5013.2005.04.005]
　Pan Jian.Uniqueness and Application of the Solutions to a Class of Cauchy Problems[J].Journal of Huaqiao University(Natural Science),2005,26(4):349-352.[doi:10.3969/j.issn.1000-5013.2005.04.005]
点击复制

一类Cauchy问题解的唯一性及其应用()
分享到：

《华侨大学学报（自然科学版）》[ISSN:1000-5013/CN:35-1079/N]

卷:
第26卷
期数:
2005年第4期
页码:
349-352
栏目:
出版日期:
2005-10-20

文章信息/Info

Title:
Uniqueness and Application of the Solutions to a Class of Cauchy Problems
文章编号:
1000-5013(2005)04-0349-04
作者:
潘坚
华侨大学数学系 福建泉州362021
Author(s):
Pan Jian
Department of Mathematics, Huaqiao University, 362021, Quanzhou, China
关键词:
Vasicek模型;  Cauchy问题;  极值原理;  唯一性
Keywords:
Vasicek model;  Cauchy problem;  maximum principle;  uniqueness
分类号:
F224
DOI:
10.3969/j.issn.1000-5013.2005.04.005
文献标志码:
A
摘要:
利用极值原理和Schauder理论,构造恰当的辅助函数.证明基于Vasicek模型下,市场利率衍生物满足的定解问题的解的存在性和唯一性.最后,阐述其结果在金融数学中的应用.
Abstract:
By means of maximum principle,Schauder theorem and by constructing appropriate auxilliary function,the author proves the existence and uniqueness of the solutions to a terminal question in which the derivatives of Vasicek model-based market rate of interest satisfy; and sets forth the application of its results to financial mathematics.

相似文献/References:

[1]张培欣.具有源的牛顿渗流方程解的存在性的一些补充[J].华侨大学学报(自然科学版),2013,34(1):118.[doi:10.11830/ISSN.1000-5013.2013.01.0118]
　ZHANG Pei-xin.Some Supplies to Souce-Type Solutions of the Porous Equations with Absorption[J].Journal of Huaqiao University(Natural Science),2013,34(4):118.[doi:10.11830/ISSN.1000-5013.2013.01.0118]

备注/Memo

备注/Memo:
国务院侨务办公室科研基金资助项目(03QZR9)
更新日期/Last Update: 2014-03-23