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- W2054083849 abstract "Abstract This paper is concerned with the exact null controllability of certain semilinear Black–Scholes type equations in a bounded interval of R + with Neumann boundary conditions. The control is assumed to be distributed along a subset ω of I . First, we prove the exact null controllability of an associated linearized problem by establishing the observability estimate derived from a Carleman type inequality which is the key result for the whole theory. Then, the exact null controllability of the nonlinear problem is discussed using the infinite-dimensional Kakutani fixed point theorem." @default.
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- W2054083849 date "2009-11-01" @default.
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- W2054083849 title "Exact null controllability of a semilinear parabolic equation arising in finance" @default.
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- W2054083849 doi "https://doi.org/10.1016/j.nahs.2009.04.007" @default.
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