Abstract
Existence and uniqueness theorems for inverse problems of determining the right-hand side and lowest coefficient in a degenerate parabolic equation with two independent variables are proved. It is assumed that the leading coefficient of the equation degenerates at the side boundary of the domain and the order of degeneracy with respect to the variable $$x$$ is not lower than 2. Thus, the Black–Scholes equation, well-known in financial mathematics, is admitted. These results are based on the study of the unique solvability of the corresponding direct problem, which is also of independent interest.
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
More From: Computational Mathematics and Mathematical Physics
Disclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.