Existence and blowup of solutions for non-divergence polytropic variation-inequality in corn option trading

This paper focuses on a class of variation-inequality problems involving non-divergence polytropic parabolic operators. The penalty method is employed, along with the Leray Schauder fixed point theory and limit progress, to determine the existence of solutions. The study also delves into the blow-up...

Full description

Bibliographic Details
Main Authors: Jia Li, Changchun Bi
Format: Article
Language:English
Published: AIMS Press 2023-05-01
Series:AIMS Mathematics
Subjects:
Online Access:https://www.aimspress.com/article/doi/10.3934/math.2023856?viewType=HTML
Description
Summary:This paper focuses on a class of variation-inequality problems involving non-divergence polytropic parabolic operators. The penalty method is employed, along with the Leray Schauder fixed point theory and limit progress, to determine the existence of solutions. The study also delves into the blow-up phenomena of the solution, revealing that under certain conditions, the solution will blow up in finite time.
ISSN:2473-6988