Stochastic representation of solutions to degenerate elliptic and parabolic boundary value and obstacle problems with dirichlet boundary conditions

Keyphrases

• Dirichlet Boundary Condition 100%
• Solution Representation 100%
• Stochastic Representation 100%
• Obstacle Problem 100%
• Degenerate Elliptic 100%
• Degenerate Parabolic 100%
• Elliptic Boundary 100%
• Parabolic Boundary Value Problem 100%
• Half-plane 66%
• Mathematical Finance 66%
• Distance to the Boundary 66%
• Heston 66%
• Linear Growth 33%
• Square Root 33%
• Diffusion Coefficient 33%
• Value Function 33%
• Boundary Value Problem 33%
• Spatial Variables 33%
• American Options 33%
• Elliptic Partial Differential Operators 33%
• Asset Price Model 33%
• Heston Stochastic Volatility Model 33%
• Operator Symbol 33%
• Process with Killing 33%
• Markov Diffusion Processes 33%
• Degenerate Diffusion 33%
• Underlying Asset 33%

Mathematics

• Parabolic 100%
• Dirichlet Boundary Condition 100%
• Representation of Solutions 100%
• Obstacle Problem 100%
• Stochastics 100%
• Boundary Value 100%
• Mathematical Finance 66%
• Halfplane 66%
• Diffusion Process 66%
• Function Value 33%
• Partial Differential Operator 33%
• Spatial Variable 33%
• Underlying Asset 33%
• Asset Price 33%
• Stochastic Volatility 33%
• Square Root 33%