Interior second derivatives estimates for nonlinear diffusions (Q6160098)
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scientific article; zbMATH DE number 7700770
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Interior second derivatives estimates for nonlinear diffusions |
scientific article; zbMATH DE number 7700770 |
Statements
Interior second derivatives estimates for nonlinear diffusions (English)
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23 June 2023
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fully nonlinear degenerate and singular parabolic equations
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option pricing
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market impact
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stochastic control
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time derivative estimates
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expansion of positivity
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