12 citations · 18 across the 4 of their papers we have counts for
4 papers
Chaos for generalized Black-Scholes equations
Anna Maria Candela, Gisèle Ruiz Goldstein, Jerome A. Goldstein +1
The Nobel Prize winning Black-Scholes equation for stock options and the heat equation can both be written in the form \[ \frac{\partial u}{\partial t}=P_2(A)u, \] where $P_2(z)=αz…
Fredholm alternative, semilinear elliptic problems, and Wentzell boundary conditions
Ciprian G. Gal, Gisele Ruiz Goldstein, Jerome A. Goldstein +2
We give necessary and sufficient conditions for the solvability of some semilinear elliptic boundary value problems involving the Laplace operator with linear and nonlinear highest…
Identification of a diffusion coefficient in strongly degenerate parabolic equations with interior degeneracy
Genni Fragnelli, Gabriela Marinoschi, Rosa Maria Mininni +1
We study two identification problems in relation with a strongly degenerate parabolic diffusion equation characterized by a vanishing diffusion coefficient wit…
Asymptotic parabolicity for strongly damped wave equations
Genni Fragnelli, Gisèle Ruiz Goldstein, Jerome A. Goldstein +1
For a positive selfadjoint operator on a Hilbert space, \[ \frac{d^2u}{dt}(t) + 2 F(S)\frac{du}{dt}(t) + S^2u(t)=0 \] describes a class of wave equations with strong friction o…