scientific article; zbMATH DE number 3125480

Cited in

(only showing first 100 items - show all)

Finite-horizon optimal investment with transaction costs: a parabolic double obstacle problem
Uniqueness and non-uniqueness of bounded solutions to singular nonlinear parabolic equations
On the refined maximum principle for degenerate elliptic and parabolic problems
Maximum principles for weak solutions of degenerate elliptic equations with a uniformly elliptic direction
First boundary-value problem for quasilinear (A,B)-elliptic equations
Existence and uniqueness of regular generalized solutions of the first boundary-value problem for second-order quasilinear degenerate parabolic equations
A linear boundary value problem for a second-order elliptic-parabolic equation
The solution of the axisymmetric elastic-plastic torsion of a shaft using variational inequalities
Existence theory for higher order elliptic-parabolic equations with an application to elasticity
Boundary behavior of nonnegative solutions of subelliptic equations in NTA domains for Carnot-Carathéodory metrics
L^ p-approach to steady flows of viscous compressible fluids in exterior domains
A finite difference method for a boundary value problem related to the Kolmogorov equation
Slow motion of a body in a fluid of second grade
Efficient computation of the quasi likelihood function for discretely observed diffusion processes
Boundary-degenerate elliptic operators and Hölder continuity for solutions to variational equations and inequalities
The evolutionary \(p(x)\)-Laplacian equation with a partial boundary value condition
Interior boundaries for degenerate elliptic equations and viscosity solutions
Strong solutions to a class of air quality models
Singular solutions to a (3 + 1)-D Protter-Morawetz problem for Keldysh-type equations
General boundary value problem for quasilinear (A,O)-elliptic equations
Well-posedness of initial value problems for singular parabolic equations
A Saint-Venant type principle for Dirichlet forms on discontinuous media
A positivity-preserving numerical scheme for nonlinear option pricing models
On some degenerate elliptic equations arising in geometric problems
Radial basis function partition of unity methods for pricing vanilla basket options
Dirichlet boundary conditions for degenerate and singular nonlinear parabolic equations
The stochastic control model for use conversion of land
Boundary Hölder estimates for a class of degenerate elliptic equations in piecewise smooth domains
Uniqueness for degenerate parabolic equations in weighted L^1 spaces
Numerical simulation for European and American option of risks in climate change of Three Gorges Reservoir Area
Hardy-Littlewood-Sobolev inequalities for a class of non-symmetric and non-doubling hypoelliptic semigroups
Further existence results for elliptic-parabolic and forward-backward parabolic equations
The weak solutions of an evolutionary p(x)-Laplacian equation are controlled by the initial value
Homogeneous Dirichlet condition of an anisotropic degenerate parabolic equation
Bounds for the nonhomogeneous GASPT equation
Evolutionary p(x)-Laplacian equation with a convection term
On the solutions of a porous medium equation with exponent variable
Integral conditions for uniqueness of solutions to degenerate parabolic equations
The Maslov canonical operator on Lagrangian manifolds in the phase space corresponding to a wave equation degenerating on the boundary
The solutions of a hyperbolic-parabolic mixed type equation on half-space domain
Maximum principle and generalized principal eigenvalue for degenerate elliptic operators
Evolutionary weighted \(p\)-Laplacian with boundary degeneracy
Compactness methods for \(\gamma ^{1,\alpha }\) boundary Schauder estimates in Carnot groups
On inverse problems for strongly degenerate parabolic equations under the integral observation condition
A strong maximum principle for globally hypoelliptic operators
Schauder a priori estimates and regularity of solutions to boundary-degenerate elliptic linear second-order partial differential equations
On the stationary transport equations
A linear approximation for the regular reflection of a weak shock at a wedge
Numerical solution of variational inequalities for pricing Asian options by higher order Lagrange--Galerkin methods
Diamond-cell finite volume scheme for the Heston model
Problemi ellittici con dati singolari
Wellposedness of the boundary value formulation of a fixed strike Asian option
The unsteady transonic small disturbance equation: data on oblique curves
The boundary degeneracy theory of a strongly degenerate parabolic equation
Hölder continuity of weak solutions of a class of linear equations with boundary degeneracy
Equations with nonnegative characteristic form. I
Equations with nonnegative characteristic form. II
Regularity and a Liouville theorem for a class of boundary-degenerate second order equations
Optimal partial boundary condition for degenerate parabolic equations
A Liouville-type theorem for elliptic equations with singular coefficients in bounded domains
Initial-boundary value problems for conservative Kimura-type equations: solvability, asymptotic and conservation law
The boundary value condition of an evolutionary \(p(x)\)-Laplacian equation
A boundary-value problem in weighted Hölder spaces for elliptic equations which degenerate at the boundary of the domain
Discontinuous Galerkin methods for linear problems: an introduction
Nonexistence of nonconstant solutions of some degenerate Bellman equations and applications to stochastic control
Free boundary problem concerning pricing convertible bond
On a parabolic Hamilton-Jacobi-Bellman equation degenerating at the boundary
scientific article; zbMATH DE number 3128551 (Why is no real title available?)
Su alcuni aspetti della teoria delle equazioni ellittiche
Perturbations of local maxima and comparison principles for boundary-degenerate linear differential equations
Boundary Value Problems for Degenerate Elliptic-Parabolic Equations of the Fourth Order
On the solvability of the characteristic Dirichlet problem for linear degenerate parabolic equations
American put option with regime‐switching volatility (finite time horizon)—Variational inequality approach
A class of strongly degenerate elliptic operators
A Schauder approach to degenerate-parabolic partial differential equations with unbounded coefficients
Markov Processes With Lipschitz Semigroups
The Dirichlet Problem for Semilinear Second-Order Degenerate Elliptic Equations and Applications to Stochastic Exit Time Control Problems
A mixed boundary value problem for Chaplygin's hodograph equation
A priori bounds for a class of semi-linear degenerate elliptic equations
The Dirichlet problem for the heat equation in domains with cuspidal points on the boundary
A radial basis function partition of unity collocation method for convection-diffusion equations arising in financial applications
Parabolic and elliptic equations with singular or degenerate coefficients: the Dirichlet problem
Definite condition of the evolutionary \(\vec{p}(x) \)-Laplacian equation
Perron-Frobenius, principal eigenvalue, maximum principle: a personal itinerary
Hypocoercivity-compatible finite element methods for the long-time computation of Kolmogorov's equation
Mean field games under invariance conditions for the state space
Uniqueness of solutions to degenerate parabolic and elliptic equations in weighted Lebesgue spaces
Nonhypoellipticity and comparison principle for partial differential equations of Black-Scholes type
Pricing perpetual American options under a stochastic-volatility model with fast mean reversion
A degenerate reaction-diffusion system modeling atmospheric dispersion of pollutants
Degenerate Evolution Equations in Hilbert Space
On a Second Order Linear Parabolic Equation with Variable Coefficients in a Non-Regular Domain of R³
Inverse conductivity Problem with Internal Data
Semigroups and boundary value problems. II
Semigroups and boundary value problems. II
Study of the stability to an anisotropic reaction-diffusion equation
Feller semigroups and degenerate elliptic operators III
The Dirichlet condition for the conformable fractional sub-elliptic equation on the Heisenberg group
A survey of results on cusped standard and prismatic shells, in particular plates, and bars and on the corresponding singular PDEs
Overdetermined problems in groups of Heisenberg type: conjectures and partial results

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3240966)