Analytical Expansions for Parabolic Equations
نویسندگان
چکیده
منابع مشابه
Asymptotic expansions for degenerate parabolic equations
Article history: Received 14 May 2014 Accepted after revision 26 September 2014 Available online 11 October 2014 Presented by Olivier Pironneau We prove asymptotic convergence results for some analytical expansions of solutions to degenerate PDEs with applications to financial mathematics. In particular, we combine short-time and global-in-space error estimates, previously obtained in the unifo...
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ژورنال
عنوان ژورنال: SIAM Journal on Applied Mathematics
سال: 2015
ISSN: 0036-1399,1095-712X
DOI: 10.1137/130949968