Schauder a priori estimates and regularity of solutions to boundary-degenerate elliptic linear second-order partial differential equations (Q2436989)
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English | Schauder a priori estimates and regularity of solutions to boundary-degenerate elliptic linear second-order partial differential equations |
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Schauder a priori estimates and regularity of solutions to boundary-degenerate elliptic linear second-order partial differential equations (English)
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27 February 2014
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Let \({\mathcal O}\subset\mathbb R^{d-1}\times (0,\infty)\) be an open set (possibly unbounded) such that \(\partial_0 {\mathcal O}:=\partial {\mathcal O}\cap (\mathbb R^{d-1}\times\{0\})\) is nonempty and let \(\partial_1 {\mathcal O}=\partial {\mathcal O}\cap (\mathbb R^{d-1}\times (0,\infty)\). This paper is concerned with Schauder estimates and regularity of solutions for the problem \[ Au:=-x_d \text{tr}(aD^2 u)-b\cdot Du+cu=f\quad \text{ in }{\mathcal O}, \] subject to the boundary condition \[ u=g\quad\text{ on }\partial_1{\mathcal O}. \] The authors establish various regularity results of solutions in \(C^{k,\alpha}_s\) spaces.
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boundary-degenerate elliptic partial differential operator
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degenerate diffusion process
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Hölder regularity
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mathematical finance
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a priori Schauder estimate
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