Financial/Actuarial Mathematics Seminar

Academic Year 2005-2006: Thursdays 3:10-4:00, 3088 East Hall



Comparison principles for nonlinear parabolic equations

David Promislow

Department of Mathematics and Statistics, York University

September 29, 2005



Abstract

This is an expository talk, designed to provide background for the presentation by Jenny Young in this seminar on the week following. Comparison theorems are used to show that one function is greater than another, given certain boundary values and behavior of derivatives in the interior of their domain. We review the basic comparison results associated with second order nonlinear parabolic equations, and indicate some applications to finance.

 


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