Convergence of numerical schemes for viscosity solutions to integro-differential degenerate parabolic problems arising in financial theory

Author： Briani Maya   Chioma Claudia La   Natalini Roberto  

Publisher： Springer Publishing Company

ISSN： 0029-599X

Source： Numerische Mathematik, Vol.98, Iss.4, 2004-10, pp. : 607-646

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Related content

Numerical approximation of entropy solutions for hyperbolic integro-differential equations

By Dedner Andreas   Rohde Christian  

Numerische Mathematik, Vol. 97, Iss. 3, 2004-05 ,pp. : 441-471

Springer Publishing Company

Access to resources Recommend Favorite

Numerical Solutions of the System of Singular Integro-Differential Equations in Classical Hölder Spaces

By  

Advances in Applied Mathematics and Mechanics, Vol. 4, Iss. 6, 2012-12 ,pp. : 737-750

Cambridge University Press

Access to resources Recommend Favorite

A Priori Error Estimates of Finite Element Methods for Linear Parabolic Integro-Differential Optimal Control Problems

By  

Advances in Applied Mathematics and Mechanics, Vol. 6, Iss. 5, 2014-10 ,pp. : 552-569

Cambridge University Press

Access to resources Recommend Favorite

Convergence Analysis of the Spectral Methods for Weakly Singular Volterra Integro-Differential Equations with Smooth Solutions

By  

Advances in Applied Mathematics and Mechanics, Vol. 4, Iss. 1, 2012-02 ,pp. : 1-20

Cambridge University Press

Access to resources Recommend Favorite

Uniform convergence of the collocation method for Prandtl's Integro-differential equation

By  

ANZIAM Journal, Vol. 42, Iss. 1, 2000-07 ,pp. : 151-168

Cambridge University Press

Access to resources Recommend Favorite