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An existence result for two-dimensional parabolic integro-differential equations involving CEV model

Brahim Jarmouni

Brahim Jarmouni

Laboratoire LAR2A, Department of Mathematics, Faculty of Sciences Tétouan, University Abdelmalek EssaadiTétouan, Morocco
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Jarmouni, Brahim
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Hassane Hjiaj

Hassane Hjiaj

Department of Mathematics, Faculty of Sciences Tétouan, University Abdelmalek EssaadiTétouan, Morocco
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Hjiaj, Hassane
  
Sep 29, 2023
An existence result for two-dimensional parabolic integro-differential equations involving CEV model's Cover Image
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Published Online: Sep 29, 2023
Page range: 365 - 377
Received: Feb 15, 2023
Accepted: Jun 19, 2023
DOI: https://doi.org/10.2478/mjpaa-2023-0025
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© 2023 Brahim Jarmouni et al., published by Sciendo
This work is licensed under the Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International License.

In this paper, we present an existence result of weak solutions for some parabolic equations involving the so-called CEV model with jumps.

Language:
English
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3 times per year
Journal Subjects:
Mathematics, Analysis, Differential Equations and Dynamical Systems, Probability and Statistics, Numerical and Computational Mathematics
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