Matches in SemOpenAlex for { <https://semopenalex.org/work/W4384764802> ?p ?o ?g. }
Showing items 1 to 89 of
89
with 100 items per page.
- W4384764802 endingPage "253" @default.
- W4384764802 startingPage "239" @default.
- W4384764802 abstract "We present a new nonlinear version of the well-known Black-Scholes model for option pricing in financial mathematics. The nonlinear Black-Scholes partial differential equation is based on the quasilinear diffusion term with the p-Laplace operator (Delta_p) for (1 < p < infty). The existence and uniqueness of a weak solution in a weighted Sobolev space is proved, first, by methods for nonlinear parabolic problems using the Gel'fand triplet and, alternatively, by a method based on nonlinear semigroups. Finally, possible choices of other weighted Sobolev spaces are discussed to produce a function space setting more realistic in financial mathematics. See also https://ejde.math.txstate.edu/special/02/t1/abstr.html" @default.
- W4384764802 created "2023-07-20" @default.
- W4384764802 creator A5025788465 @default.
- W4384764802 date "2023-03-27" @default.
- W4384764802 modified "2023-10-01" @default.
- W4384764802 title "Nonlinear diffusion with the p-Laplacian in a Black-Scholes-type model" @default.
- W4384764802 cites W1483726821 @default.
- W4384764802 cites W1991251657 @default.
- W4384764802 cites W2040394324 @default.
- W4384764802 cites W2064978316 @default.
- W4384764802 cites W2073982888 @default.
- W4384764802 cites W2094336206 @default.
- W4384764802 cites W2153498946 @default.
- W4384764802 cites W4240472614 @default.
- W4384764802 cites W4251728373 @default.
- W4384764802 cites W588153840 @default.
- W4384764802 cites W71521011 @default.
- W4384764802 doi "https://doi.org/10.58997/ejde.sp.02.t1" @default.
- W4384764802 hasPublicationYear "2023" @default.
- W4384764802 type Work @default.
- W4384764802 citedByCount "0" @default.
- W4384764802 crossrefType "journal-article" @default.
- W4384764802 hasAuthorship W4384764802A5025788465 @default.
- W4384764802 hasBestOaLocation W43847648021 @default.
- W4384764802 hasConcept C121332964 @default.
- W4384764802 hasConcept C134306372 @default.
- W4384764802 hasConcept C138885662 @default.
- W4384764802 hasConcept C149782125 @default.
- W4384764802 hasConcept C158622935 @default.
- W4384764802 hasConcept C163128081 @default.
- W4384764802 hasConcept C165700671 @default.
- W4384764802 hasConcept C182310444 @default.
- W4384764802 hasConcept C18903297 @default.
- W4384764802 hasConcept C202444582 @default.
- W4384764802 hasConcept C203269682 @default.
- W4384764802 hasConcept C2777021972 @default.
- W4384764802 hasConcept C2777299769 @default.
- W4384764802 hasConcept C2778572836 @default.
- W4384764802 hasConcept C28826006 @default.
- W4384764802 hasConcept C33923547 @default.
- W4384764802 hasConcept C41895202 @default.
- W4384764802 hasConcept C62520636 @default.
- W4384764802 hasConcept C86803240 @default.
- W4384764802 hasConcept C91602232 @default.
- W4384764802 hasConcept C93779851 @default.
- W4384764802 hasConcept C97937538 @default.
- W4384764802 hasConcept C99730327 @default.
- W4384764802 hasConceptScore W4384764802C121332964 @default.
- W4384764802 hasConceptScore W4384764802C134306372 @default.
- W4384764802 hasConceptScore W4384764802C138885662 @default.
- W4384764802 hasConceptScore W4384764802C149782125 @default.
- W4384764802 hasConceptScore W4384764802C158622935 @default.
- W4384764802 hasConceptScore W4384764802C163128081 @default.
- W4384764802 hasConceptScore W4384764802C165700671 @default.
- W4384764802 hasConceptScore W4384764802C182310444 @default.
- W4384764802 hasConceptScore W4384764802C18903297 @default.
- W4384764802 hasConceptScore W4384764802C202444582 @default.
- W4384764802 hasConceptScore W4384764802C203269682 @default.
- W4384764802 hasConceptScore W4384764802C2777021972 @default.
- W4384764802 hasConceptScore W4384764802C2777299769 @default.
- W4384764802 hasConceptScore W4384764802C2778572836 @default.
- W4384764802 hasConceptScore W4384764802C28826006 @default.
- W4384764802 hasConceptScore W4384764802C33923547 @default.
- W4384764802 hasConceptScore W4384764802C41895202 @default.
- W4384764802 hasConceptScore W4384764802C62520636 @default.
- W4384764802 hasConceptScore W4384764802C86803240 @default.
- W4384764802 hasConceptScore W4384764802C91602232 @default.
- W4384764802 hasConceptScore W4384764802C93779851 @default.
- W4384764802 hasConceptScore W4384764802C97937538 @default.
- W4384764802 hasConceptScore W4384764802C99730327 @default.
- W4384764802 hasIssue "Special Issue 02" @default.
- W4384764802 hasLocation W43847648021 @default.
- W4384764802 hasOpenAccess W4384764802 @default.
- W4384764802 hasPrimaryLocation W43847648021 @default.
- W4384764802 hasRelatedWork W1604366890 @default.
- W4384764802 hasRelatedWork W1652091591 @default.
- W4384764802 hasRelatedWork W1968528004 @default.
- W4384764802 hasRelatedWork W1982049087 @default.
- W4384764802 hasRelatedWork W2013214938 @default.
- W4384764802 hasRelatedWork W2098586728 @default.
- W4384764802 hasRelatedWork W2351090720 @default.
- W4384764802 hasRelatedWork W2766974586 @default.
- W4384764802 hasRelatedWork W4283707662 @default.
- W4384764802 hasRelatedWork W4298370926 @default.
- W4384764802 isParatext "false" @default.
- W4384764802 isRetracted "false" @default.
- W4384764802 workType "article" @default.