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

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Abstract | References | Similar Articles | Additional Information

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

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

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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