Regularity near the initial state in the obstacle problem for a class of hypoelliptic ultraparabolic operators (Q710528): Difference between revisions

From MaRDI portal
m rollbackEdits.php mass rollback
Tag: Rollback
ReferenceBot (talk | contribs)
Changed an Item
 
(One intermediate revision by one other user not shown)
Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.1016/j.jde.2010.05.020 / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W2101669783 / rank
 
Normal rank
Property / cites work
 
Property / cites work: SOME RESULTS ON PARTIAL DIFFERENTIAL EQUATIONS AND ASIAN OPTIONS / rank
 
Normal rank
Property / cites work
 
Property / cites work: The Valuation of American Options on Multiple Assets / rank
 
Normal rank
Property / cites work
 
Property / cites work: Regularity of a free boundary in parabolic potential theory / rank
 
Normal rank
Property / cites work
 
Property / cites work: Regularity of a free boundary with application to the Pompeiu problem / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the complete model with stochastic volatility by Hobson and Rogers / rank
 
Normal rank
Property / cites work
 
Property / cites work: The obstacle problem for a class of hypoelliptic ultraparabolic equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Schauder estimates, Harnack inequality and Gaussian lower bound for Kolmogorov-type operators in non-divergence form / rank
 
Normal rank
Property / cites work
 
Property / cites work: Path dependent volatility / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal regularity in the obstacle problem for Kolmogorov operators related to American Asian options / rank
 
Normal rank
Property / cites work
 
Property / cites work: A variational inequality approach to financial valuation of retirement benefits based on salary / rank
 
Normal rank
Property / cites work
 
Property / cites work: Complete Models with Stochastic Volatility / rank
 
Normal rank
Property / cites work
 
Property / cites work: Hypoelliptic second order differential equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4322913 / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the behaviour near expiry for multi-dimensional American options / rank
 
Normal rank
Property / cites work
 
Property / cites work: Free boundary and optimal stopping problems for American Asian options / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5439463 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Free boundary regularity close to initial state for parabolic obstacle problem / rank
 
Normal rank

Latest revision as of 09:12, 3 July 2024

scientific article
Language Label Description Also known as
English
Regularity near the initial state in the obstacle problem for a class of hypoelliptic ultraparabolic operators
scientific article

    Statements

    Regularity near the initial state in the obstacle problem for a class of hypoelliptic ultraparabolic operators (English)
    0 references
    0 references
    0 references
    0 references
    19 October 2010
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    operator of Kolmogorov type
    0 references
    obstacle problem
    0 references
    hypoelliptic
    0 references
    regularity
    0 references
    blow-up
    0 references
    initial state
    0 references
    0 references