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- W2247109676 abstract "Consider the degenerate parabolic equation ∂xxu+u∂yu-∂tu = f(ċ, u), which comes from mathematics finance, and in which u(t, x) is the utility function of a agent's decision under risk. By Oleinik's line method, the existence and the uniqueness of the local classical solution for the initial boundary problem of the equation are got. Also, the global entropy solution of the Cauchy problem is discussed." @default.
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- W2247109676 date "2010-12-01" @default.
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- W2247109676 title "On a degenerate parabolic equation from finance" @default.
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