A generalized Osgood condition for viscosity solutions to fully nonlinear parabolic degenerate equations

MaRDI QIDQ1405971zbMATH OpenFDO

Authors Marco Papi

Publication date 17 March 2004

Published in Advances in Differential Equations (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/math/0109224

zbMATH Keywords

sub- and supersolutions

Mathematics Subject Classification ID

Oscillation, zeros of solutions, mean value theorems, etc. in context of PDEs (35B05) Nonlinear parabolic equations (35K55) Degenerate parabolic equations (35K65) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25)

Abstract: Using a generalized assumption of Osgood type, we prove a comparison result between viscosity sub and supersolutions of fully nonlinear, possibly strongly degenerate, parabolic equations under rather generale assumtpions. The principle allows to consider dependence on the gradient witha quadratic growth and also on complex zeroth-order terms. The result it applies in particular to a differential model for pricing Mortgage-Backed Securities.

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Cited in

(4)

• Existence and uniqueness of solutions to a quasilinear parabolic equation with quadratic gradients in financial markets
• Comparison principles for viscosity solution of fully nonlinear parabolic equations with superlinear gradient nonlinearities
• Fujita type exponent for fully nonlinear parabolic equations and existence results
• On the uniqueness and existence of solutions of fully nonlinear parabolic PDEs under the Osgood type condition

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