Add to ORKGAbstract. We establish higher-order weighted Sobolev and Hölder regularity for solutions to variational equations defined by the elliptic Heston operator, a linear second-order degenerate-elliptic operator arising in mathematical finance [22]. Furthermore, given C∞-smooth data, we prove C∞-regularity of solutions up to the portion of the boundary where the operator is degen-erate. In mathematical finance, solutions to obstacle problems for the elliptic Heston operator correspond to value functions for perpetual American-style options on the underlying asset
AbstractWe consider a nonlinear (possibly) degenerate elliptic operator Lv=−diva(∇v)+b(x,v) where th...
We prove a priori estimates and regularity results for some quasilinear degenerate elliptic equation...
In this paper, we prove higher integrability results for the gradient of the solutions of some ellip...
In the first part of our thesis, we prove existence, uniqueness and regularity of solutions for a ce...
Abstract. The Heston stochastic volatility process is a degenerate diffusion process where the degen...
We consider the elliptic differential operator defined as the sum of the minimum and the maximum eig...
We present an analytic approach to solve a degenerate parabolic problem associated with the Heston m...
Abstract. We establish Schauder a priori estimates and regularity for solutions to a class of bounda...
We study the interior regularity properties of the solutions of a nonlinear degenerate equation aris...
AbstractWe study the interior regularity properties of the solutions of a nonlinear degenerate equat...
We consider a nonlinear (possibly) degenerate elliptic operator Lv = -diva(Delta v) + b(x, v) where ...
AbstractWe use the theory of pseudodifferential operators to prove that the solutions of certain deg...
We present an analytic approach to solve a degenerate parabolic problem associated to the Heston mod...
This volume is the first to be devoted to the study of various properties of wide classes of degener...
In this paper we investigate the validity and the consequences of the maximum principle for degenera...
AbstractWe consider a nonlinear (possibly) degenerate elliptic operator Lv=−diva(∇v)+b(x,v) where th...
We prove a priori estimates and regularity results for some quasilinear degenerate elliptic equation...
In this paper, we prove higher integrability results for the gradient of the solutions of some ellip...
In the first part of our thesis, we prove existence, uniqueness and regularity of solutions for a ce...
Abstract. The Heston stochastic volatility process is a degenerate diffusion process where the degen...
We consider the elliptic differential operator defined as the sum of the minimum and the maximum eig...
We present an analytic approach to solve a degenerate parabolic problem associated with the Heston m...
Abstract. We establish Schauder a priori estimates and regularity for solutions to a class of bounda...
We study the interior regularity properties of the solutions of a nonlinear degenerate equation aris...
AbstractWe study the interior regularity properties of the solutions of a nonlinear degenerate equat...
We consider a nonlinear (possibly) degenerate elliptic operator Lv = -diva(Delta v) + b(x, v) where ...
AbstractWe use the theory of pseudodifferential operators to prove that the solutions of certain deg...
We present an analytic approach to solve a degenerate parabolic problem associated to the Heston mod...
This volume is the first to be devoted to the study of various properties of wide classes of degener...
In this paper we investigate the validity and the consequences of the maximum principle for degenera...
AbstractWe consider a nonlinear (possibly) degenerate elliptic operator Lv=−diva(∇v)+b(x,v) where th...
We prove a priori estimates and regularity results for some quasilinear degenerate elliptic equation...
In this paper, we prove higher integrability results for the gradient of the solutions of some ellip...