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• W2284654073 abstract "OF THE DISSERTATION Finite-difference and finite-element solution of boundary value and obstacle problems for the Heston operator by Eduardo Osorio Dissertation Director: Paul M. N. Feehan We develop finite-element and finite-difference methods for boundary value and obstacle problems for the elliptic Heston operator. For the finite-element method we first review existence and uniqueness results for these problems on weighted Sobolev spaces, where their variational formulations are formulated, and finite-dimensional subspaces are chosen to find approximating solutions, and obtain error estimates and numerical results. Similarly, for the finite-difference method, we start by reviewing the existence, uniqueness and regularity results on boundary value and obstacle problems on weighted Holder spaces, then consider finite-difference operators, establish discrete maximum principles for them, and obtain error estimates and numerical results." @default.
• W2284654073 created "2016-06-24" @default.
• W2284654073 creator A5080209163 @default.
• W2284654073 date "2014-01-01" @default.
• W2284654073 modified "2023-09-23" @default.
• W2284654073 title "Finite-difference and finite-element solution of boundary value and obstacle problems for the Heston operator" @default.
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• W2284654073 doi "https://doi.org/10.7282/t3hx1b0k" @default.
• W2284654073 hasPublicationYear "2014" @default.
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