| 詹华税,袁洪君.无界区域金融数学方程熵解的局部稳定性[J].数学年刊A辑,2025,46(1):101~113 |
| 无界区域金融数学方程熵解的局部稳定性 |
| The Local Stability of the Entropy Solutions to a Finance Mathematics Equation in Unbounded Domain |
| Received:June 16, 2022 Revised:January 27, 2025 |
| DOI：10.16205/j.cnki.cama.2025.0005 |
| 中文关键词: 金融数学方程 BV 熵解 局部稳定性 Kruzkov双变量方法 |
| 英文关键词:Finance mathematics equation BV entropy solution Local stability Kruzkov bi-variables method |
| 基金项目:福建省自然科学基金(No.2022J011242) |
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| 中文摘要: |
| 作者讨论了金融数学方程在无界区域上BV熵解,通过考虑无界空间区域的几何性质与非线性方程的部分边界条件的关系,选取合适的检验函数, 利用Kruzkov双变量方法,论证了在部分边界条件下BV熵解的局部稳定性,并阐明了在某些特定的区域上, 即使在没有边界条件下,BV熵解的局部稳定性依然成立, 并给出了一些具体的例子来说明. |
| 英文摘要: |
| This paper discusses the BV entropy solution to a finance mathematics equation
in unbounded domain, and by considering the relationship between the geometry of domain
and the partial boundary value condition, choosing a suitable test function, using Kruzkov
bi-variables method, the local stability of BV entropy solutions is proved under the partial
boundary value condition. Moreover, for some special domains, even without any boundary
value condition, the local stability of BV entropy solutions is still true, some interesting
examples are given simultaneously. |
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