scientific article; zbMATH DE number 6317310

MaRDI QIDQ5169907zbMATH OpenFDO

Authors Sergio Polidoro

Publication date 15 July 2014

Full work available at URL http://mathematicalanalysis.unibo.it/issue/view/252

zbMATH Keywords

non-smooth obstaclespath-dependent derivative contractssmooth obstacles

Mathematics Subject Classification ID

PDEs in connection with game theory, economics, social and behavioral sciences (35Q91) Smoothness and regularity of solutions to PDEs (35B65) Unilateral problems for nonlinear parabolic equations and variational inequalities with nonlinear parabolic operators (35K86)

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Cited in

(9)

• Regularity of solutions to Kolmogorov equations with perturbed drifts
• Optimal regularity in the obstacle problem for Kolmogorov operators related to American Asian options
• On the obstacle problem associated to the Kolmogorov-Fokker-Planck operator with rough coefficients
• Loss of regularity for Kolmogorov equations
• A note on the weak regularity theory for degenerate Kolmogorov equations
• Hölder regularity for a Kolmogorov equation
• Partial regularity of viscosity solutions for a class of Kolmogorov equations arising from mathematical finance
• Spatial regularity for a class of degenerate Kolmogorov equations
• \(C^{1,1}\) regularity for degenerate elliptic obstacle problems

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