On the regularity of the non-dynamic parabolic fractional obstacle problem (Q1753231): Difference between revisions

We recall that obstacle problems for the Lévy process, consist on solutions of \(\min(\partial_tu+(-\Delta)^su,u-\psi)=0\) in \(\mathbb R^{n-1}\) where \(\psi\) is the obstacle function, and \(s\in(0,1)\). In a nutshell, governed by the Signorini problem method, named \textit{lower dimensional obstacle problem} for the classical Laplacian operator, the authors provide solutions, including their properties, of a Hamilton-Jacobi equation \(\min((\partial_t-\Delta)^su,u-\psi)=0\) in \(\mathbb R^{n-1}\times\mathbb R\) for \(\psi\) a globally Lipschitz function.