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

DOI10.1016/J.JFA.2012.04.008zbMATH Open1259.35049OpenAlexW2028334438MaRDI QIDQ435852FDOQ435852

Authors: Peter Takáč 

Publication date: 12 July 2012

Published in: Journal of Functional Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jfa.2012.04.008

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zbMATH Keywords

Hardy spaceEuropean optionholomorphic continuationmarket completeness

Mathematics Subject Classification ID

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 (6)

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

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