Related papers: Regularity in the Obstacle Problem for Parabolic N…

We consider possibly degenerate parabolic operators in the form $$ \sum_{k=1}^{m}X_{k}^{2}+X_{0}-\partial_{t}, $$ that are naturally associated to a suitable family of stochastic differential equations, and satisfying the H\"ormander…

The aim of this article is to extend the scope of the theory of regularity structures in order to deal with a large class of singular SPDEs of the form $$\partial_t u = \mathfrak{L} u+ F(u, \xi)\ ,$$ where the differential operator…

In this note, we give a brief overview of obstacle problems for nonlocal operators, focusing on the applications to financial mathematics. The class of nonlocal operators that we consider can be viewed as infinitesimal generators of…

We show that signed weak solutions to parabolic obstacle problems with porous medium type structure are locally H\"older continuous, provided that the obstacle is H\"older continuous.

The reduction operators, i.e., the operators of nonclassical (conditional) symmetry, of (1+1)-dimensional second order linear parabolic partial differential equations and all the possible reductions of these equations to ordinary…

We consider elliptic operators with operator-valued coefficients and discuss the associated parabolic problems. The unknowns are functions with values in a Hilbert space $W$. The system is equipped with a general class of coupled boundary…

In this paper we develop a potential theory for strongly degenerate parabolic operators of the form \[ \mathcal{L}:=\nabla_X\cdot(A(X,Y,t)\nabla_X)+X\cdot\nabla_{Y}-\partial_t, \] in unbounded domains of the form \[…

In this note, we study the complex constant rank condition for differential operators and its implications for coercive differential inequalities. These are inequalities of the form \[ \Vert A u \Vert_{L^p} \leq \Vert \mathscr{A} u…

The purpose of this paper is to investigate the well-posedness of several linear and nonlinear equations with a parabolic forward-backward structure, and to highlight the similarities and differences between them. The epitomal linear…

In this paper non-transversal intersection of the free and fixed boundary is shown to hold in any dimension for obstacle problems generated by fully nonlinear uniformly elliptic operators. Moreover, $C^1$ regularity results of the free…

We study existence, structure, uniqueness and regularity of solutions of the obstacle problem \begin{equation*} \inf_{u\in BV_f(\Omega)}\int_{\mathbb{R}^n}\phi(x,Du), \end{equation*} where $BV_f(\Omega)=\{u\in BV(\Omega): u\geq \psi \text{…

The aim of this work is to present the regularity condition (also known in the literature as structure condition) an integro-differential operator may satisfy in order for the domination principle to hold for (sub-,super-) solutions of…

We consider a class of ultra-parabolic Kolmogorov-type operators satisfying the Hormander's condition. We prove an intrinsic Taylor formula with global and local bounds for the remainder given in terms of the norm in the homogeneous Lie…

We prove that the spatial gradient of (variational) solutions to parabolic obstacle problems of p-Laplacian type enjoys the same regularity of the data and of the derivatives of the obstacle in the scale of Lorentz spaces.

We develop new techniques in order to deal with Riccati-type equations, subject to a further algebraic constraint, on Riemannian manifolds $(M^3,g)$. We find that the obstruction to solve the aforementioned equation has order $4$ in the…

We prove $C^{1, \alpha}$ regularity (in the parabolic sense) for the viscosity solution of a boundary obstacle problem with a fully nonlinear parabolic equation in the interior. Following the method which was first introduced for the…

If the smooth vector fields $X_1,\ldots,X_m$ and their commutators span the tangent space at every point in $\Omega\subseteq \mathbb{R}^N$ for any fixed $m\leq N$, then we establish the full interior regularity theory of quasi-linear…

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 consider a general second order matrix operator in a multi-dimensional domain subject to a classical boundary condition. This operator is perturbed by a first order differential operator, the coefficients of which depend arbitrarily on a…

We study the parabolic obstacle problem $$\lap u-u_t=f\chi_{\{u>0\}}, \quad u\geq 0,\quad f\in L^p \quad \mbox{with}\quad f(0)=1$$ and obtain two monotonicity formulae, one that applies for general free boundary points and one for singular…