We consider the Heston model as an example of a parameterized parabolic partial differential equation. A space-time variational formulation is derived that allows for parameters in the coefficients ...

This is a preview. Log in through your library . Abstract This paper presents a local Morrey regularity with the optimal exponents for linear parabolic equations in divergence form under the ...

Parabolic partial differential equations (PDEs) play a pivotal role in modelling processes that involve diffusion and thermal dynamics. Over recent decades, the study of their controllability – the ...

Parabolic partial differential equations (PDEs) are fundamental in modelling a wide range of diffusion processes in physics, finance and engineering. The numerical approximation of these equations ...