Remote Access Transactions of the American Mathematical Society
Green Open Access

Transactions of the American Mathematical Society

ISSN 1088-6850(online) ISSN 0002-9947(print)

 

 

Hölder regularity for a Kolmogorov equation


Author: Andrea Pascucci
Journal: Trans. Amer. Math. Soc. 355 (2003), 901-924
MSC (2000): Primary 35K57, 35K65, 35K70
DOI: https://doi.org/10.1090/S0002-9947-02-03151-3
Published electronically: October 1, 2002
MathSciNet review: 1938738
Full-text PDF Free Access

Abstract | References | Similar Articles | Additional Information

Abstract: We study the interior regularity properties of the solutions to the degenerate parabolic equation,

\begin{displaymath}\Delta_{x}u+b\partial_{y}u-\partial_{t}u=f, \qquad (x,y,t)\in \mathbb{R} ^{N}\times \mathbb{R}\times\mathbb{R} ,\end{displaymath}

which arises in mathematical finance and in the theory of diffusion processes.


References [Enhancements On Off] (What's this?)


Similar Articles

Retrieve articles in Transactions of the American Mathematical Society with MSC (2000): 35K57, 35K65, 35K70

Retrieve articles in all journals with MSC (2000): 35K57, 35K65, 35K70


Additional Information

Andrea Pascucci
Affiliation: Dipartimento di Matematica, Università di Bologna, Piazza di Porta S. Donato 5, 40126 Bologna, Italy
Email: pascucci@dm.unibo.it

DOI: https://doi.org/10.1090/S0002-9947-02-03151-3
Received by editor(s): June 27, 2002
Published electronically: October 1, 2002
Additional Notes: Investigation supported by the University of Bologna. Funds for selected research topics
Article copyright: © Copyright 2002 American Mathematical Society