Related papers: Optimal Holder regularity for nonautonomous Kolmog…

Parabolic integro-differential Kolmogorov equations with different space-dependent operators are considered in H\"{o}lder-type spaces defined by a scalable L\'{e}vy measure. Probabilistic representations are used to prove continuity of the…

We study elliptic and parabolic problems governed by the singular elliptic operators \begin{align*} \mathcal L=y^{\alpha_1}\mbox{Tr }\left(QD^2_xu\right)+2y^{\frac{\alpha_1+\alpha_2}{2}}q\cdot \nabla_xD_y+\gamma y^{\alpha_2}…

We consider fully nonlinear obstacle-type problems of the form \begin{equation*} \begin{cases} F(D^{2}u,x)=f(x) & \text{a.e. in}B_{1}\cap\Omega,|D^{2}u|\le K & \text{a.e. in}B_{1}\backslash\Omega, \end{cases} \end{equation*} where $\Omega$…

We study the obstacle problem for parabolic operators of the type $\partial_t + L$, where $L$ is an elliptic integro-differential operator of order $2s$, such as $(-\Delta)^s$, in the supercritical regime $s \in (0,{1/2})$. The best result…

A general class of singular abstract Cauchy problems is considered which naturally arises in applications to certain Free Boundary Problems. Existence of an associated evolution operator characterizing its solutions is established and is…

In this paper we extend the interior regularity results for stable solutions in [Cabr\'{e}, Figalli, Ros-Oton, and Serra, Acta Math. 224 (2020)] to operators with variable coefficients. We show that stable solutions to the semilinear…

In this paper, we fully resolve the question of whether the Regularity problem for the parabolic PDE $\partial_tu - \mbox{div}(A\nabla u)=0$ on the domain $\mathbb R^{n+1}_+\times\mathbb R$ is solvable for some $p\in (1,\infty)$ under the…

In this paper, we establish Schauder's estimates for the following non-local equations in \mR^d : $$ \partial_tu=\mathscr L^{(\alpha)}_{\kappa,\sigma} u+b\cdot\nabla u+f,\ u(0)=0, $$ where $\alpha\in(1/2,2)$ and $ b:\mathbb R_+\times\mathbb…

We consider the problem of maximal regularity for non-autonomous Cauchy problems $u'(t) + B(t)A(t)u(t) + P(t)u(t) = f(t), u(0) = u_0$ and $u'(t) + A(t)B(t)u(t) + P(t)u(t) = f (t), u(0) = u_0$. In both cases, the time dependent operators…

In $L_2 (\mathbb{R}^d; \mathbb{C}^n)$, we consider a selfadjoint matrix strongly elliptic second order differential operator $\mathcal{A}_\varepsilon$ with periodic coefficients depending on $\mathbf{x}/\varepsilon$. We find approximations…

In this paper we prove some existence and regularity results concerning parabolic equations dtu = F(D u, D2 u) + f(x,u) with some boundary conditions, on Omega times ]0,T[, where Omega is some bounded domain which possesses the cone…

We establish sharp interior and boundary regularity estimates for solutions to $\partial_t u - L u = f(t, x)$ in $I\times \Omega$, with $I \subset \mathbb{R}$ and $\Omega \subset\mathbb{R}^n$. The operators $L$ we consider are…

We study Cauchy problems associated to elliptic operators acting on vector-valued functions and coupled up to the first-order. We prove pointwise estimates for the spatial derivatives of the semigroup associated to these problems in the…

We consider a non-autonomous Cauchy problem involving linear operators associated with time-dependent forms $a(t;.,.):V\times V\to {\mathbb{C}}$ where $V$ and $H$ are Hilbert spaces such that $V$ is continuously embedded in $H$. We prove…

We characterize the domain of the realization of the linear parabolic operator Gu := u_t + L(t)u (where, for each real t, L(t) is an Ornstein-Uhlenbeck operator), in L^2 spaces with respect to a suitable measure, that is invariant for the…

Given a class of nonautonomous elliptic operators $\A(t)$ with unbounded coefficients, defined in $\overline{I \times \Om}$ (where $I$ is a right-halfline or $I=\R$ and $\Om\subset \Rd$ is possibly unbounded), we prove existence and…

We establish a priori regularity estimates for viscosity solutions of degenerate fully nonlinear elliptic equations with integrable right-hand sides. When the nonhomogeneous term belongs to $L^p$ with $p>n$, we prove optimal interior…

Motivated by applications to probability and mathematical finance, we consider a parabolic partial differential equation on a half-space whose coefficients are suitably Holder continuous and allowed to grow linearly in the spatial variable…

We here consider optimal control problems governed by nonlinear stochastic equations on a Hilbert space H with nonconvex payoff, which is rewritten as a deterministic optimal control problem governed by a Kolmogorov equation in H. We prove…

We study the parabolic free boundary problem of obstacle type $$ \lap u-\frac{\partial u}{\partial t}= f\chi_{{u\ne 0}}. $$ Under the condition that $f=Hv$ for some function $v$ with bounded second order spatial derivatives and bounded…