Question
[SADT9] The Laplacian of a function f of n variables x1, x2,. Xn, denoted V2 f is defined by V f (x1, x2, ,
[SADT9] The Laplacian of a function f of n variables x1, x2,. Xn, denoted V2 f is defined by V f (x1, x2, , xn) := a? f +...+ a2 f Now assume that f depends only on r where r = (x + x, +.. + xn), i.e. f (1, x2,, Xn) = g(r), for some function g. Show that, for 21, x2,, n + 0, g' (r) +g" (r)
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An Introduction to the Mathematics of financial Derivatives
Authors: Salih N. Neftci
2nd Edition
978-0125153928, 9780080478647, 125153929, 978-0123846822
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