Blog: Partial differential operators with non-negative characteristic form, maximum principles, and uniqueness for boundary value and obstacle problems. (arXiv:1204.6613v1 [math.AP])

Quantitative Finance at arXiv 390 days ago

News: Partial differential operators with non-negative characteristic form, maximum principles, and uniqueness for boundary value and obstacle problems. (arXiv:1204.6613v1 [math.AP])

390 days ago - q-fin updates on arXiv.org

We prove weak and strong maximum principles, including a Hopf lemma, for classical solutions to equations defined by linear, second-order, partial differential operators with ...