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A nonlinear partial integro-differential equation from mathematical finance
1. | Grande Voie des Vignes, Chatenay-Malabry, 92295, France, France |
[1] |
Yong-Kui Chang, Xiaojing Liu. Time-varying integro-differential inclusions with Clarke sub-differential and non-local initial conditions: existence and approximate controllability. Evolution Equations and Control Theory, 2020, 9 (3) : 845-863. doi: 10.3934/eect.2020036 |
[2] |
Walter Allegretto, John R. Cannon, Yanping Lin. A parabolic integro-differential equation arising from thermoelastic contact. Discrete and Continuous Dynamical Systems, 1997, 3 (2) : 217-234. doi: 10.3934/dcds.1997.3.217 |
[3] |
Tonny Paul, A. Anguraj. Existence and uniqueness of nonlinear impulsive integro-differential equations. Discrete and Continuous Dynamical Systems - B, 2006, 6 (5) : 1191-1198. doi: 10.3934/dcdsb.2006.6.1191 |
[4] |
Changling Xu, Tianliang Hou. Superclose analysis of a two-grid finite element scheme for semilinear parabolic integro-differential equations. Electronic Research Archive, 2020, 28 (2) : 897-910. doi: 10.3934/era.2020047 |
[5] |
Wenxiu Gong, Zuoliang Xu. An alternative tree method for calibration of the local volatility. Journal of Industrial and Management Optimization, 2022, 18 (1) : 137-156. doi: 10.3934/jimo.2020146 |
[6] |
Elena Bonetti, Elisabetta Rocca. Global existence and long-time behaviour for a singular integro-differential phase-field system. Communications on Pure and Applied Analysis, 2007, 6 (2) : 367-387. doi: 10.3934/cpaa.2007.6.367 |
[7] |
Laura Cremaschi, Carlo Mantegazza. Short-time existence of the second order renormalization group flow in dimension three. Discrete and Continuous Dynamical Systems, 2015, 35 (12) : 5787-5798. doi: 10.3934/dcds.2015.35.5787 |
[8] |
Giuseppe Maria Coclite, Mario Michele Coclite. Positive solutions of an integro-differential equation in all space with singular nonlinear term. Discrete and Continuous Dynamical Systems, 2008, 22 (4) : 885-907. doi: 10.3934/dcds.2008.22.885 |
[9] |
Miloud Moussai. Application of the bernstein polynomials for solving the nonlinear fractional type Volterra integro-differential equation with caputo fractional derivatives. Numerical Algebra, Control and Optimization, 2021 doi: 10.3934/naco.2021021 |
[10] |
Tianling Jin, Jingang Xiong. Schauder estimates for solutions of linear parabolic integro-differential equations. Discrete and Continuous Dynamical Systems, 2015, 35 (12) : 5977-5998. doi: 10.3934/dcds.2015.35.5977 |
[11] |
Ji Shu, Linyan Li, Xin Huang, Jian Zhang. Limiting behavior of fractional stochastic integro-Differential equations on unbounded domains. Mathematical Control and Related Fields, 2021, 11 (4) : 715-737. doi: 10.3934/mcrf.2020044 |
[12] |
Martin Bohner, Osman Tunç. Qualitative analysis of integro-differential equations with variable retardation. Discrete and Continuous Dynamical Systems - B, 2022, 27 (2) : 639-657. doi: 10.3934/dcdsb.2021059 |
[13] |
Ramasamy Subashini, Chokkalingam Ravichandran, Kasthurisamy Jothimani, Haci Mehmet Baskonus. Existence results of Hilfer integro-differential equations with fractional order. Discrete and Continuous Dynamical Systems - S, 2020, 13 (3) : 911-923. doi: 10.3934/dcdss.2020053 |
[14] |
Sertan Alkan. A new solution method for nonlinear fractional integro-differential equations. Discrete and Continuous Dynamical Systems - S, 2015, 8 (6) : 1065-1077. doi: 10.3934/dcdss.2015.8.1065 |
[15] |
Narcisa Apreutesei, Nikolai Bessonov, Vitaly Volpert, Vitali Vougalter. Spatial structures and generalized travelling waves for an integro-differential equation. Discrete and Continuous Dynamical Systems - B, 2010, 13 (3) : 537-557. doi: 10.3934/dcdsb.2010.13.537 |
[16] |
Shihchung Chiang. Numerical optimal unbounded control with a singular integro-differential equation as a constraint. Conference Publications, 2013, 2013 (special) : 129-137. doi: 10.3934/proc.2013.2013.129 |
[17] |
Samir K. Bhowmik, Dugald B. Duncan, Michael Grinfeld, Gabriel J. Lord. Finite to infinite steady state solutions, bifurcations of an integro-differential equation. Discrete and Continuous Dynamical Systems - B, 2011, 16 (1) : 57-71. doi: 10.3934/dcdsb.2011.16.57 |
[18] |
Martino Bardi, Annalisa Cesaroni, Daria Ghilli. Large deviations for some fast stochastic volatility models by viscosity methods. Discrete and Continuous Dynamical Systems, 2015, 35 (9) : 3965-3988. doi: 10.3934/dcds.2015.35.3965 |
[19] |
Hyung Ju Hwang, Thomas P. Witelski. Short-time pattern formation in thin film equations. Discrete and Continuous Dynamical Systems, 2009, 23 (3) : 867-885. doi: 10.3934/dcds.2009.23.867 |
[20] |
Julio Guerrero, Giuseppe Orlando. Stochastic local volatility models and the Wei-Norman factorization method. Discrete and Continuous Dynamical Systems - S, 2022 doi: 10.3934/dcdss.2022026 |
2020 Impact Factor: 1.392
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