In this note we rst investigate in detail the \heat equation" with the free Lapla- cian replaced by the one with a repulsive point interaction centred at the origin in the case where the initial condition is given by any function proportional to exp(x/2)X(-infnity,0](x).
On some potential applications of the heat equation with a repulsive point interaction to derivative pricing.
Rinaldi F;
2011-01-01
Abstract
In this note we rst investigate in detail the \heat equation" with the free Lapla- cian replaced by the one with a repulsive point interaction centred at the origin in the case where the initial condition is given by any function proportional to exp(x/2)X(-infnity,0](x).File in questo prodotto:
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