A Schauder approach to degenerate-parabolic partial differential equations with unbounded coefficients

DOI10.1016/j.jde.2013.03.006zbMath1284.35238arXiv1112.4824MaRDI QIDQ389738

Camelia A. Pop, Paul M. N. Feehan

Publication date: 21 January 2014

Published in: Journal of Differential Equations (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1112.4824

zbMATH Keywords

half-space; degenerate diffusion process; Heston stochastic volatility process

Mathematics Subject Classification ID

35K20: Initial-boundary value problems for second-order parabolic equations

35K65: Degenerate parabolic equations

60J60: Diffusion processes

35Q91: PDEs in connection with game theory, economics, social and behavioral sciences

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