Regularity properties of viscosity solutions of a non-Hörmander degenerate equation☆☆Investigation supported by the University of Bologna. Funds for selected research topics.

AbstractWe study the interior regularity properties of the solutions of a nonlinear degenerate equation arising in mathematical finance. We set the problem in the framework of Hörmander type operators without assuming any hypothesis on the degeneracy of the associated Lie algebra. We prove that the viscosity solutions are indeed classical solutions