Schauder a priori estimates and regularity of solutions to boundary-degenerate elliptic linear second-order partial differential equations (Q2436989)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Schauder a priori estimates and regularity of solutions to boundary-degenerate elliptic linear second-order partial differential equations
scientific article

    Statements

    Schauder a priori estimates and regularity of solutions to boundary-degenerate elliptic linear second-order partial differential equations (English)
    0 references
    0 references
    0 references
    27 February 2014
    0 references
    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.
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    boundary-degenerate elliptic partial differential operator
    0 references
    degenerate diffusion process
    0 references
    Hölder regularity
    0 references
    mathematical finance
    0 references
    a priori Schauder estimate
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references