一个抛物型Monge-Ampère方程的初值问题

The Initial Value Problem for a Parabolic Monge-Ampère Equation

研究一个数学金融学最优投资理论中的抛物型Monge-Ampère方程初值问题:VsVyy+ryVyVyy-θV2y=0, Vyy<0, (s,y)∈[0,T)×R;V(T,y)=1-e-λy, y∈R.建立了其解V=V(s,y)的存在惟一性以及在最优投资问题中的应用.

For the initial value problem of a parabolic MongeAmpère equation:R.arisen from optimal investment theory in mathematical finance, the existence and the uniqueness as well as the application of the solution V=V(s,y) are established.