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We study the regularity of the free boundary in the parabolic obstacle problem for the fractional Laplacian $(-\Delta)^s$ (and more general integro-differential operators) in the regime $s>\frac{1}{2}$. We prove that once the free boundary…
We study optimal stopping problems related to the pricing of perpetual American options in an extension of the Black-Merton-Scholes model in which the dividend and volatility rates of the underlying risky asset depend on the running values…
We study the obstacle problem for the Evolutionary p-Laplace Equation when the obstacle is discontinuous and without regularity in the time variable. Two quite different procedures yield the same solution.
We prove the existence and uniqueness of solution of the obstacle problem for quasilinear stochastic partial differential equations (OSPDEs for short) with Neumann boundary condition. Our method is based on the analytical technics coming…
We investigate stable solutions of elliptic equations of the type \begin{equation*} \left \{ \begin{aligned} (-\Delta)^s u&=\lambda f(u) \qquad {\mbox{ in $B_1 \subset \R^{n}$}} \\ u&= 0 \qquad{\mbox{ on $\partial B_1$,}}\end{aligned}\right…
The present paper studies the non-local fractional analogue of the famous paper of Brezis and Nirenberg in [4]. Namely, we focus on the following model, $$\begin{align*}\left(\mathcal{P}\right) \begin{cases} \left(-\Delta\right)^s u-\lambda…
We show that the solutions to the nonlocal obstacle problems for the nonlocal $-\Delta_p^s$ operator, when the fractional parameter $s\to\sigma$ for $0<\sigma\leq1$, converge to the solution of the corresponding obstacle problem for…
In this paper we study the existence, the optimal regularity of solutions, and the regularity of the free boundary near the so-called \emph{regular points} in a thin obstacle problem that arises as the local extension of the obstacle…
In this paper, we study a class of eigenvalue problems involving both local as well as nonlocal operators, precisely the classical Laplace operator and the fractional Laplace operator in the presence of mixed boundary conditions, that is…
We study a porous medium equation with nonlocal diffusion effects given by an inverse fractional Laplacian operator. More precisely, $$ u_t=\nabla\cdot(u\nabla (-\Delta)^{-s}u), \quad \ 0<s<1. $$ The problem is posed in $\{x\in\ren, t\in…
We study existence and regularity of weak solutions to a nonlinear parabolic Dirichlet problem $\partial_{t}u - \rho_{\lambda}(x)u\Delta u = \rho_{\lambda}(x)g_{0}(x)u$ on the half line $(0,\infty)$. We find weak solutions from $L^p\ (p <…
The purpose of this paper is to study the asymptotic behavior of the positive solutions of the problem $$ \partial_t u-\Delta u=a u-b(x) u^p \text{in} \Omega\times \R^+, u(0)=u_0, u(t)|_{\partial \Omega}=0 $$ as $p\to +\infty$, where…
We study minimizers of the functional $$ \int_{B_1^+}|\nabla u|^2 x_n^a\,d x +2\int_{B_1'} (\lambda_+ u^++\lambda_- u^-)\,d x', $$ for $a\in(-1,1)$. The problem arises in connection with heat flow with control on the boundary. It can also…
We study the pointwise regularity of solutions to parabolic equations. As a first result, we prove that if the modulus of mean oscillation of $\Delta u -u_t$ at the origin is Dini (in $L^p$ average), then the origin is a Lebesgue point of…
This work concerns with the existence of solutions for the following class of nonlocal elliptic problems \begin{eqnarray}\label{eq:0.1} &&\left\{\begin{array}{l} (-\Delta)^{s} u+u=|u|^{p-2} u \text { in } \Omega_{r} \\ u \geq 0 \quad \text…
In this article we give a brief overview of some known results in the theory of obstacle-type problems associated with a class of fourth-order elliptic operators, and we highlight our recent work with collaborators in this direction.…
We establish sharp higher-order H\"older regularity estimates up to the boundary for solutions to equations of the form $\partial_t u-Lu=f(t,x)$ in $I\times\Omega$ where $I\subset\mathbb{R}$, $\Omega\subset\mathbb{R}^n$ and $f$ is H\"older…
We study the regularity of the stochastic representation of the solution of a class of initial-boundary value problems related to a regime-switching diffusion. This representation is related to the value function of a finite-horizon optimal…
We establish the $C^{1+\gamma}$-H\"older regularity of the regular free boundary in the stationary obstacle problem defined by the fractional Laplace operator with drift in the subcritical regime. Our method of the proof consists in proving…
In a wide class of the so called Obstacle Problems of parabolic type it is shown how to improve the optimal regularity of the solution and as a consequence how to obtain space-time regularity of the corresponding free boundary.