一类退化抛物型方程解的存在唯一性

Existence and Uniqueness Solution for a Class of Degenerate Parabolic Equation

利用Fichera理论、极值原理和Schauder理论,通过构造恰当的辅助函数,证明CIR(Cox,Ingersoll和Ross)模型下,利率衍生产品价格所满足的定解问题解的存在唯一性.

By using the Ficher theory,the maximum principle and the Schauder theory,the existence and uniqueness solution to a definite problem that the price of its derivatives is based on CIR（Cox,Ingersoll and Ross） model is proved by constructing some appropriate auxiliary functions.