Boundary-value problems for second order partial differential equations arising in risk management and cellular neural networks approach
Rossella Agliardi, Petar Popivanov, Angela Slavova · Archivio istituzionale della ricerca (Alma Mater Studiorum Università di Bologna) · 2012
A boundary value problem arising in risk management is studied in a multidimensional framework. Analytical solutions are obtained and numerical investigation of some real-world examples is performed throughout the CNN approach.