DOI: 10.2478/mjpaa-2023-0025 ISSN: 2351-8227
An existence result for two-dimensional parabolic integro-differential equations involving CEV model
Brahim Jarmouni, Hassane Hjiaj- Applied Mathematics
- Control and Optimization
- Numerical Analysis
- Analysis
Abstract
In this paper, we present an existence result of weak solutions for some parabolic equations involving the so-called CEV model with jumps.