Regularity results for a class of semilinear parabolic degenerate equations and applications
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Publication:2583436
DOI10.4310/CMS.2003.V1.N2.A2zbMATH Open1092.35052arXivmath/0109225OpenAlexW2055953001MaRDI QIDQ2583436FDOQ2583436
Authors: Marco Papi 
Publication date: 16 January 2006
Published in: Communications in Mathematical Sciences (Search for Journal in Brave)
Abstract: We consider a possibly strongly degenerate parabolic semilinear problem which can be applied to a differential model for pricing financial derivatives. We prove the asked regularity for applying the Ito's formula which is used for building the differential model.
Full work available at URL: https://arxiv.org/abs/math/0109225
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- Higher regularity up to boundary for degenerate parabolic equations
- Convergence for semilinear degenerate parabolic equations in several space dimensions
- Partial regularity of viscosity solutions for a class of Kolmogorov equations arising from mathematical finance
- On the regularity of solutions to a nonlinear ultraparabolic equation arising in mathematical finance
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- On the regularity of solutions of a degenerate parabolic Bellman equation
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