A deterministic‐control‐based approach to fully nonlinear parabolic and elliptic equations
By Robert V. Kohn, Sylvia Serfaty. 2010
76 citations recorded by the source corpus.
Subfields: Economics and Econometrics, Finance, Modeling and Simulation
View Paper: https://www.semanticscholar.org/paper/aa4f38c6913750a9487eeb674a15329317cf2364
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In Modeling and Simulation
Citations in the corpus
- Option pricing with linear market impact and nonlinear Black–Scholes equations (2018, unknown): “This can be seen as closely related to the work of Serfaty and Kohn [23] that recover nonlinear heat equations by stationary games approach.”
- Very singular diffusion equations: second and fourth order problems (2010, background): “It is interesting to study recent differential game approximation by Kohn and Serfaty [79, 80 ] of a solution although approximation scheme for singular interfacial energy is not yet given.”