Initial-boundary value problem for doubly nonlinear integro-differential equations with variable exponents of nonlinearity
DOI:
https://doi.org/10.15407/dopovidi2017.02.003Keywords:
doubly nonlinear parabolic equation, European option, integro-differential equation, jump-diffusion process, variable exponent of nonlinearityAbstract
We consider the initial-boundary value problem for doubly nonlinear parabolic equations with variable exponents of nonlinearity perturbed by a generator of the jump process arising from the theory of European options. The existence theorem for the problem is proved.
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