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Volume 16, Issue 4
An Initial Value Problem for Parabolic Monge-AmpOere Equation from Investment Theory

Guanglie Wang & Songzhe Lian

J. Part. Diff. Eq., 16 (2003), pp. 381-383.

Published online: 2003-11

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  • Abstract
In this paper the upwind discontinuous Galerkin methods with triangle meshes for two dimensional neutron transport equations will be studied. The stability for both of the semi-discrete and full-discrete method will be proved.
  • Keywords

Existence of solution Optimal portfolio

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@Article{JPDE-16-381, author = {Guanglie Wang and Songzhe Lian }, title = {An Initial Value Problem for Parabolic Monge-AmpOere Equation from Investment Theory}, journal = {Journal of Partial Differential Equations}, year = {2003}, volume = {16}, number = {4}, pages = {381--383}, abstract = { In this paper the upwind discontinuous Galerkin methods with triangle meshes for two dimensional neutron transport equations will be studied. The stability for both of the semi-discrete and full-discrete method will be proved.}, issn = {2079-732X}, doi = {https://doi.org/}, url = {http://global-sci.org/intro/article_detail/jpde/5434.html} }
TY - JOUR T1 - An Initial Value Problem for Parabolic Monge-AmpOere Equation from Investment Theory AU - Guanglie Wang & Songzhe Lian JO - Journal of Partial Differential Equations VL - 4 SP - 381 EP - 383 PY - 2003 DA - 2003/11 SN - 16 DO - http://doi.org/ UR - https://global-sci.org/intro/article_detail/jpde/5434.html KW - Existence of solution KW - Optimal portfolio AB - In this paper the upwind discontinuous Galerkin methods with triangle meshes for two dimensional neutron transport equations will be studied. The stability for both of the semi-discrete and full-discrete method will be proved.
Guanglie Wang and Songzhe Lian . (2003). An Initial Value Problem for Parabolic Monge-AmpOere Equation from Investment Theory. Journal of Partial Differential Equations. 16 (4). 381-383. doi:
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