On the regularity of solutions to a nonlinear ultraparabolic equation arising in mathematical finance.

DOI10.1016/S0362-546X(01)00194-8zbMath1042.35583OpenAlexW1996926392MaRDI QIDQ1875072

Sergio Polidoro

Publication date: 26 August 2004

Published in: Nonlinear Analysis. Theory, Methods \& Applications. Series A: Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0362-546x(01)00194-8

Mathematics Subject Classification ID

Nonlinear parabolic equations (35K55) Degenerate parabolic equations (35K65) Ultraparabolic equations, pseudoparabolic equations, etc. (35K70)

Related Items (1)

Characterization of solutions of a class of ultraparabolic equations of the Kolmogorov type

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