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Differential games with partial differential equations
1975Examples of differential games are given, where the state equation is a partial differential equation. They can be solved explicitly and show clearly how the values of the control functions enter in the solution. This enables us to set up a method of solving these games, which should also be applied to more complicated differential games, complementing
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Partial Differential Equations
1995Introduction The modelling of Chapter 3 culminates in the formulation of the pricing problem for a derivative product as a partial differential equation. We now take a break from the financial modelling to discuss, in this and the next chapter, some of the theory behind such differential equations.
Jeff Dewynne, Sam Howison, Paul Wilmott
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Stochastic Partial Differential Equations
Computer Vision, 2021Annika Lang
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Elliptic Partial Differential Equations of Second Order
, 1997P. Bassanini, A. Elcrat
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Semigroups of Linear Operators and Applications to Partial Differential Equations
Applied Mathematical Sciences, 1992A. Pazy
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Functional Analysis, Sobolev Spaces and Partial Differential Equations
, 2010H. Brezis
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Elliptic Partial Differential Equations
Numerical Methods for Engineers and Scientists, 2018M. Marin, A. Öchsner
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