Initial-boundary value problem for doubly nonlinear integro-differential equations with variable exponents of nonlinearity

1Buhrii, OM
1Ivan Franko National University of Lviv
Dopov. Nac. akad. nauk Ukr. 2017, 2:3-9
https://doi.org/10.15407/dopovidi2017.02.003
Section: Mathematics
Language: Ukrainian
Abstract: 

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.

Keywords: doubly nonlinear parabolic equation, European option, integro-differential equation, jump-diffusion process, variable exponent of nonlinearity
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