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Solution of a two-dimensional stochastic investment problem

✍ Scribed by S.E. Onah; O.O. Ugbebor


Book ID
108396080
Publisher
Elsevier Science
Year
1999
Tongue
English
Weight
314 KB
Volume
98
Category
Article
ISSN
0096-3003

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An initial boundary value problem for a two-dimensional hyperbolic equation in two disjoint rectangles is investigated. The existence and uniqueness and a priori estimates for weak solutions in appropriate Sobolev-like spaces are proved. Few finite difference schemes approximating this problem are p