| 一类系数无界抛物型方程解的唯一性及其应斥 |
| |
| 引用本文： | 潘坚 周香英. 一类系数无界抛物型方程解的唯一性及其应斥[J]. 上饶师范学院学报, 2006, 26(3): 21-23 |
| |
| 作者姓名： | 潘坚 周香英 |
| |
| 作者单位： | 赣南师范学院数学与计算机系,江西赣州341000 |
| |
| 基金项目： | 国务院侨务办公室科研基金资助项目（03QzR09）感谢导师卢国富教授的衷心指导! |
| |
| 摘 要： | 利用极值原理和常微分方程理论，通过构造恰当的辅助函数，证明了一类系数无界抛物型方程解的唯一性，并阐述其结果在金融数学中的应用。
|
| 关 键 词： | 系数无界 极值原理 唯一性 |
| 文章编号： | 1004-2237（2006）03-0021-03 |
| 收稿时间： | 2006-01-10 |
| 修稿时间： | 2006-01-10 |
Uniqueness of Solutions of a Class of Parabolic Equation and Its Application |
| |
| PAN Jian, ZHOU Xiang-Ying. Uniqueness of Solutions of a Class of Parabolic Equation and Its Application[J]. Journal of Shangrao Normal College, 2006, 26(3): 21-23 |
| |
| Authors: | PAN Jian ZHOU Xiang-Ying |
| |
| Affiliation: | Dept. Of Maths, Gannan Normal College, Ganzhou Jiangxi 341000, China |
| |
| Abstract: | Using the maximum principle and the ODE theory , we prove the uniqueness of the .solutions to a terminal value problem which interest rate derivatives satisfy. In addition,we demonstrate its application in financial mathematics. |
| |
| Keywords: | Unbounded coeffiicients maximum principle uniqueness |
| 本文献已被 CNKI 维普 等数据库收录！ |
