J4 ›› 2009, Vol. 47 ›› Issue (05): 866-870.
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LIN Chang-Yu, CHEN Mo
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Abstract:
This paper deals with the first initialboundary value problem of a onedimension parabolic Monge-Ampère equation come from the the ory of optimal investment. The existence of the classical solution was establish ed by means of the combination of the method of continuity with a priori estimat ion of the problem. The uniqueness of the solution is a direct conclusion from t he maximum principle. The result of paper can be regarded as an extendence of a result of the correlative problem of parabolic MongeAmpère equation -utdet(uij)=f(x,t) in one dimension.
Key words: parabolic MongeAmpère equation, initialboundary value problem, optimal investment
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LIN Chang-Yu, CHEN Mo. The First Initialboundary Value Problem of ParabolicMonge-Ampère Equation Come from Optimal Investment[J].J4, 2009, 47(05): 866-870.
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