一个来自投资理论的抛物型Monge-Ampère方程初值问题  

AN INITIAL VALUE PROBLEM FOR A PARABOLIC MONGE-AMPMERE EQUATION FROM INVESTMENT THEORY

作　　者：王光烈[1] 廉松哲[1] 

机构地区：[1]吉林大学数学系,长春130023

出　　处：《数学年刊（A辑）》2005年第3期435-440,共6页Chinese Annals of Mathematics

摘　　要：为寻找抛物型Monge-Ampere方程的初值问题VsVyy+ryVyVyy-θV2y=0, Vyy<0,(s,y)∈[0,T)×R, V(T,Y)=g(y), g'(y)≥0,Y ∈R 满足最优投资理论要求的解,本文给出一个途径,并得到某些存在性结果.For finding solutions satisfying requirement from optimal investment theory to the initial value problem for a parabolic Monge-Ampmere equation: VsVyy+ ryVyVyy-θV2y =0. Vyy< 0,(s, y) ∈[0, T)×R. V(T,y)=g(y). g'(y) ≥0, y ∈ R, an approach is given, and some results about the existence are obtained.

关 键 词：抛物型Monge-Ampère方程 初值问题 最优投资问题 解的存在性 

分 类 号：O175.26[理学—数学] O175.29[理学—基础数学]