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scientific article; zbMATH DE number 7814207

Language	Label	Description	Also known as
English	No label defined	scientific article; zbMATH DE number 7814207

Statements

scholarly article

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Annalaura Rebucci

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publication date

6 March 2024

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zbMATH Keywords

degenerate Kolmogorov equations

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regularity theory

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classical solutions

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Dini continuity

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Taylor formula

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pointwise regularity

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BMO pointwise estimate

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VMO pointwise estimate

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MaRDI profile type

MaRDI publication profile

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A survey on the classical theory for Kolmogorov equation

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Taylor formula for homogeneous groups and applications

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Sharp Schauder estimates for some degenerate Kolmogorov equations

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The obstacle problem for a class of hypoelliptic ultraparabolic equations

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Schauder estimates, Harnack inequality and Gaussian lower bound for Kolmogorov-type operators in non-divergence form

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Optimal regularity in the obstacle problem for Kolmogorov operators related to American Asian options

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\(C^\infty\) smoothing for weak solutions of the inhomogeneous Landau equation

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Hypoelliptic second order differential equations

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Pointwise estimates for degenerate Kolmogorov equations with \(L^p\)-source term

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Zufällige Bewegungen. (Zur Theorie der Brownschen Bewegung.)

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Pointwise estimates for the heat equation. Application to the free boundary of the obstacle problem with Dini coefficients

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Schauder estimates for degenerate elliptic and parabolic problems with unbounded coefficients in \(\mathbb R^N\).

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The Dirichlet problem for a class of ultraparabolic equations

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Pointwise estimates for Laplace equation. Applications to the free boundary of the obstacle problem with Dini coefficients

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Regularity near the initial state in the obstacle problem for a class of hypoelliptic ultraparabolic operators

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Intrinsic Taylor formula for Kolmogorov-type homogeneous groups

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Free boundary and optimal stopping problems for American Asian options

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PDE and martingale methods in option pricing.

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Schauder type estimates for degenerate Kolmogorov equations with Dini continuous coefficients

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Schauder estimates for elliptic and parabolic equations

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Identifiers

Mathematics Subject Classification ID

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zbMATH DE Number

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10.6092/ISSN.2240-2829/18861

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Sitelinks

Mathematics(1 entry)

mardi Publication:6150751

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