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math.AP2022
Monotone methods in counterparty risk models with non-linear Black-Scholes-type equations
Bénédicte Alziary, Peter Takáč
A non-linear Black-Scholes-type equation is studied within counterparty risk models. The classical hypothesis on the uniform Lipschitz-continuity of the non-linear reaction functio…
math.AP2022
On the Strong Comparison Principle for Degenerate Elliptic Problems with Convection
Jiří Benedikt, Petr Girg, Lukáš Kotrla +1
The weak and strong comparison principles, respectively, are investigated for quasi-linear elliptic boundary value problems with the -Laplacian in one space dimension. We treat…