Найдено научных статей и публикаций: 1, для научной тематики: Black–Scholes equation
1.
K. Sakthivel, G. Devipriya, K. Balachandran and J.-H. Kim
- nonlinear analysis- hybrid systems , 2009
This paper is concerned with the exact null controllability of certain semilinear Black–Scholes type equations in a bounded interval of 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 l...
This paper is concerned with the exact null controllability of certain semilinear Black–Scholes type equations in a bounded interval of 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.