On the regularity of solutions to a nonlinear ultraparabolic equation arising in mathematical finance
Articolo
Data di Pubblicazione:
2001
Citazione:
On the regularity of solutions to a nonlinear ultraparabolic equation arising in mathematical finance / Polidoro, Sergio. - In: NONLINEAR ANALYSIS. - ISSN 0362-546X. - STAMPA. - 47:1(2001), pp. 491-502. [10.1016/S0362-546X(01)00194-8]
Abstract:
We consider the Cauchy problem relate to a nonlinear degenerate partial differential equation. We give sufficient conditions for the existence of a regular classical solution
Tipologia CRIS:
Articolo su rivista
Keywords:
Subelliptic PDE's; nonlinear differential equations
Elenco autori:
Polidoro, Sergio
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