Degenerate-elliptic operators in mathematical finance and higher-order regularity for solutions to variational equations
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Publication:2264099
zbMath1311.35322arXiv1208.2658MaRDI QIDQ2264099
Camelia A. Pop, Paul M. N. Feehan
Publication date: 20 March 2015
Published in: Advances in Differential Equations (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1208.2658
Variational inequalities (49J40) Smoothness and regularity of solutions to PDEs (35B65) Partial differential inequalities and systems of partial differential inequalities (35R45) Degenerate elliptic equations (35J70) Diffusion processes (60J60) Derivative securities (option pricing, hedging, etc.) (91G20) PDEs in connection with game theory, economics, social and behavioral sciences (35Q91)
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