Regularity results for Kolmogorov equations based on a blow-up argument
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Publication:6150751
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Cites work
- scientific article; zbMATH DE number 721958 (Why is no real title available?)
- scientific article; zbMATH DE number 1088626 (Why is no real title available?)
- A survey on the classical theory for Kolmogorov equation
- Free boundary and optimal stopping problems for American Asian options
- Hypoelliptic second order differential equations
- Intrinsic Taylor formula for Kolmogorov-type homogeneous groups
- Optimal regularity in the obstacle problem for Kolmogorov operators related to American Asian options
- PDE and martingale methods in option pricing.
- Pointwise estimates for Laplace equation. Applications to the free boundary of the obstacle problem with Dini coefficients
- Pointwise estimates for degenerate Kolmogorov equations with \(L^p\)-source term
- Pointwise estimates for the heat equation. Application to the free boundary of the obstacle problem with Dini coefficients
- Regularity near the initial state in the obstacle problem for a class of hypoelliptic ultraparabolic operators
- Schauder estimates for degenerate elliptic and parabolic problems with unbounded coefficients in \(\mathbb R^N\).
- Schauder estimates for elliptic and parabolic equations
- Schauder estimates, Harnack inequality and Gaussian lower bound for Kolmogorov-type operators in non-divergence form
- Schauder type estimates for degenerate Kolmogorov equations with Dini continuous coefficients
- Sharp Schauder estimates for some degenerate Kolmogorov equations
- Taylor formula for homogeneous groups and applications
- The Dirichlet problem for a class of ultraparabolic equations
- The obstacle problem for a class of hypoelliptic ultraparabolic equations
- Zufällige Bewegungen. (Zur Theorie der Brownschen Bewegung.)
- \(C^\infty\) smoothing for weak solutions of the inhomogeneous Landau equation
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