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An existence result for two-dimensional parabolic integro-differential equations involving CEV model Cover

An existence result for two-dimensional parabolic integro-differential equations involving CEV model

Open Access
|Sep 2023

Abstract

In this paper, we present an existence result of weak solutions for some parabolic equations involving the so-called CEV model with jumps.

Language: English
Page range: 365 - 377
Submitted on: Feb 15, 2023
Accepted on: Jun 19, 2023
Published on: Sep 29, 2023
Published by: Sciendo
In partnership with: Paradigm Publishing Services
Publication frequency: 3 issues per year

© 2023 Brahim Jarmouni, Hassane Hjiaj, published by Sciendo
This work is licensed under the Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 License.