An existence result for two-dimensional parabolic integro-differential equations involving CEV model
et | 29 sept. 2023
À propos de cet article
Publié en ligne: 29 sept. 2023
Pages: 365 - 377
Reçu: 15 févr. 2023
Accepté: 19 juin 2023
DOI: https://doi.org/10.2478/mjpaa-2023-0025
Mots clés
© 2023 Brahim Jarmouni et al., published by Sciendo
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In this paper, we present an existence result of weak solutions for some parabolic equations involving the so-called CEV model with jumps.