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This work is focused on the solvability of initial-boundary value problems for degenerate parabolic partial differential equations that arise in the pricing of Asian options, and on the investigation of differential and certain qualitative…

Computational Finance · Quantitative Finance 2009-02-11 Rasoul Behboudi , You-Lan Zhu

We study regularity and decay properties for the solutions of the Cauchy problem for time-fractional partial differential equations, with tempered initial data, belonging to suitable (weighted) Sobolev spaces, associated with a differential…

Analysis of PDEs · Mathematics 2025-11-10 Sandro Coriasco , Giovanni Girardi , Stevan Pilipović

The paper studies some ill-posed boundary value problems on semi-plane for parabolic equations with homogenuous Cauchy condition at initial time and with the second order Cauchy condition on the boundary of the semi-plane. A class of inputs…

Analysis of PDEs · Mathematics 2009-11-13 Nikolai Dokuchaev

In this paper, regularity properties of Cauchy problem for linear and nonlinear abstract Schr\"odinger equations in vector-valued function spaces are obtained.

Analysis of PDEs · Mathematics 2017-06-23 Veli Shakhmurov

Boundary value problem for complete second order elliptic equation is considered in Banach space. The equation and boundary conditions involve a small and spectral parameter. The uniform L_{p}-regularity properties with respect to space…

Analysis of PDEs · Mathematics 2017-06-06 Veli Shakhmurov

The main aim of this article is to establish an $L_p$-theory for elliptic operators on manifolds with singularities. The particular class of differential operators discussed herein may exhibit degenerate or singular behavior near the…

Analysis of PDEs · Mathematics 2016-09-29 Yuanzhen Shao

In this paper, we prove Wiener's criterion for parabolic equations with singular and degenerate coefficients. To be precise, we study the problem of the regularity of boundary points for the Dirichlet problem for degenerate parabolic…

Analysis of PDEs · Mathematics 2023-03-16 Xi Hu , Lin Tang

This paper studies unique continuation for weakly degenerate parabolic equations in one space dimension. A new Carleman estimate of local type is obtained to deduce that all solutions that vanish on the degeneracy set, together with their…

Analysis of PDEs · Mathematics 2011-10-04 Piermarco Cannarsa , Jacques Tort , Masahiro Yamamoto

Backward stochastic partial differential equations of parabolic type in bounded domains are studied in the setting where the coercivity condition is not necessary satisfied and the equation can be degenerate. Some generalized solutions…

Probability · Mathematics 2014-05-26 Nikolai Dokuchaev

We consider the Dirichlet problem for positively homogeneous, degenerate elliptic, concave (or convex) Hessian equations. Under natural and necessary conditions on the geometry of the domain, with the $C^{1,1}$ boundary data, we establish…

Analysis of PDEs · Mathematics 2013-11-26 Wei Zhou

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…

Analysis of PDEs · Mathematics 2007-05-23 M. Papi

We study a class of degenerate parabolic equations with boundary point degeneracy in dimensions N>=2 and investigate the associated boundary observability problem by means of shape design. While one-dimensional degenerate models have been…

Analysis of PDEs · Mathematics 2026-03-27 Donghui Yang , Jie Zhong

This paper deals with regularity theory for two-phase free boundary variational problems ruled by degenerate elliptic operators.

Analysis of PDEs · Mathematics 2012-02-24 Olivaine S. de Queiroz , Eduardo V. Teixeira

Parabolic integro-differential nondegenerate Cauchy problem is considered in the scale of L_{p} spaces of functions whose regularity is defined by a Levy measure with O-regulary varying radial profile. Existence and uniqueness of a solution…

Probability · Mathematics 2019-10-15 R. Mikulevicius , C. Phonsom

In this paper, we study regularity estimates for a class of degenerate, fully nonlinear elliptic equations with arbitrary nonhomogeneous degeneracy laws. We establish that viscosity solutions are locally continuously differentiable under…

Analysis of PDEs · Mathematics 2025-01-08 Pêdra D. S. Andrade , Thialita M. Nascimento

We consider the Cauchy problem for doubly non-linear degenerate parabolic equations on Riemannian manifolds of infinite volume, or in $\R^N$. The equation contains a weight function as a capacitary coefficient which we assume to decay at…

Analysis of PDEs · Mathematics 2019-05-28 Daniele Andreucci , Anatoli F. Tedeev

The present work is devoted to the study of a boundary value problem for second order linear differential equation set on singular cylindrical domain. This problem can be regarded via a natural change of variables as an elliptic abstract…

Functional Analysis · Mathematics 2018-09-10 Belkacem Chaouchi , Marko Kostic

We consider non smooth general degenerate/singular parabolic equations in non divergence form with degeneracy and singularity occurring in the interior of the spatial domain, in presence of Dirichlet or Neumann boundary conditions. In…

Analysis of PDEs · Mathematics 2015-09-29 Genni Fragnelli

We study a series of regularity results for solutions to a degenerate or singular fully nonlinear integro-differential equation of the form $$- \big( \sigma_{1}(|Du|) + a(x) \sigma_{2}(|Du|) \big) \mathcal{I}_{\tau}(u,x) = f(x).$$ In the…

Analysis of PDEs · Mathematics 2025-07-31 Jiangwen Wang , Feida Jiang

We study a Robin boundary problem for degenerate parabolic equation. We suggest a notion of entropy solution and propose a result of existence and uniqueness. Numerical simulations illustrate some aspects of solution behaviour.…

Analysis of PDEs · Mathematics 2014-03-11 Mohamed Karimou Gazibo