Space-time analyticity of weak solutions to linear parabolic systems with variable coefficients

Smoothness and regularity of solutions to PDEs (35B65) Weak solutions to PDEs (35D30) Initial value problems for higher-order parabolic systems (35K46)

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Cited in

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Monotone methods in counterparty risk models with nonlinear Black-Scholes-type equations
Real analytic solutions of parabolic equations with time-measurable coefficients
The Heston stochastic volatility model has a boundary trace at zero volatility
Analyticity of solutions to parabolic evolutions and applications
On the analyticity of solutions of $$\overrightarrow {2b} $$ -parabolic systems
Existence of an endogenously complete equilibrium driven by a diffusion

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