\(C^{1,1}\) regularity for degenerate elliptic obstacle problems (Q907793)

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\(C^{1,1}\) regularity for degenerate elliptic obstacle problems
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    \(C^{1,1}\) regularity for degenerate elliptic obstacle problems (English)
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    26 January 2016
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    degenerate elliptic differential operator
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    free boundary problem
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    Heston stochastic volatility process
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    obstacle problem
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    variational inequality
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    weighted Hölder and Sobolev spaces
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