We study the interior regularity properties of the solutions to the degenerate parabolic equation, Δxu + b∂yu - ∂tu = f, (x, y, t) ∈ ℝN × ℝ × ℝ, which arises in mathematical finance and in the theory of diffusion processes.
Pascucci A. (2003). Hölder regularity for a Kolmogorov equation. TRANSACTIONS OF THE AMERICAN MATHEMATICAL SOCIETY, 355(3), 901-924 [10.1090/S0002-9947-02-03151-3].
Hölder regularity for a Kolmogorov equation
Pascucci A.
2003
Abstract
We study the interior regularity properties of the solutions to the degenerate parabolic equation, Δxu + b∂yu - ∂tu = f, (x, y, t) ∈ ℝN × ℝ × ℝ, which arises in mathematical finance and in the theory of diffusion processes.File in questo prodotto:
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