The integro-differential equation of parabolic type often occurs in applications such as heat conduction in materials with memory, compression of viscoelastic media, nuclear reactor, dynamics, etc.
抛物型积分微分方程多出现在记忆材料的热传导、多孔粘弹性介质的压缩、原子反应、动力学等问题中。
Also parabolic type equation commonly used now is derived from the hypothetic conditions of ray theory, so it does not include the wave natures completely.
目前通常采用的抛物型方程，也是在射线理论的假设条件推导的。所以，其波动性质也是不完全的。
Using the critical estimates of parabolic type partial differential equation. we obtain the error estimates of price and optimal exercise boundary of American option in a jump-diffusion model.
利用抛物型偏微分方程的极值原理，得到了带跳扩散模型下美式期权价格及最佳实施边界的误差估计。
应用推荐