Regularity Results for a class of Semilinear Parabolic Degenerate Equations and Applications
Analysis of PDEs
2007-05-23 v1 Probability
Abstract
We consider a possibly strongly degenerate parabolic semilinear problem which can be applied to a differential model for pricing financial derivatives. We prove the asked regularity for applying the Ito's formula which is used for building the differential model.
Keywords
Cite
@article{arxiv.math/0109225,
title = {Regularity Results for a class of Semilinear Parabolic Degenerate Equations and Applications},
author = {M. Papi},
journal= {arXiv preprint arXiv:math/0109225},
year = {2007}
}