English
Related papers

Related papers: A boundary point lemma for Black-Scholes type oper…

200 papers

We study the boundary integral operator induced from the fractional Laplace equation in a bounded smooth domain. For $1/2 < \alpha? < 1$, we show the bijectivity of the boundary integral operator $S_{2\alpha} : L^p(\partial \Omega)…

Analysis of PDEs · Mathematics 2014-11-19 TongKeun Chang

We consider a large family of integro-differential equations and establish a non-local counterpart of Hopf's lemma, directly expressed in terms of the symbol of the operator. As closely related problems, we also obtain a variety of maximum…

Analysis of PDEs · Mathematics 2020-10-23 Anup Biswas , József Lőrinczi

We establish boundary regularity estimates for elliptic systems in divergence form with VMO coefficients. Additionally, we obtain nondegeneracy estimates of the Hopf-Oleinik type lemma for elliptic equations. In both cases, the moduli of…

Analysis of PDEs · Mathematics 2025-02-06 Hongjie Dong , Seongmin Jeon

Let $\Omega$ be a Lipschitz domain in $\mathbb R^n,n\geq 3,$ and $L=\divt A\nabla$ be a second order elliptic operator in divergence form. We will establish that the solvability of the Dirichlet regularity problem for boundary data in…

Analysis of PDEs · Mathematics 2011-10-25 Martin Dindoš , Josef Kirsch

In this paper we consider Hopf's Lemma and the Strong Maximum Principle for supersolutions to a class of non elliptic equations. In particular we prove a sufficient condition for the validity of Hopf's Lemma and of the Strong Maximum…

Analysis of PDEs · Mathematics 2007-05-23 S. Bertone , A. Cellina , E. M. Marchini

We give the homotopy classification and compute the index of boundary value problems for elliptic equations. The classical case of operators that satisfy the Atiyah-Bott condition is studied first. We also consider the general case of…

Analysis of PDEs · Mathematics 2007-05-23 A. Yu. Savin , B. Yu. Sternin , B. -W. Schulze

We prove sharp boundary regularity of solutions to nonlocal elliptic equations arising from operators comparable to the fractional Laplacian over Reifenberg flat sets and with null exterior condition. More precisely, if the operator has…

Analysis of PDEs · Mathematics 2025-04-23 Adriano Prade

In this paper, we study local regularity of the solutions to the Stokes equations near a curved boundary under no-slip or Navier boundary conditions. We extend previous boundary estimates near a flat boundary to that near a curved boundary,…

Analysis of PDEs · Mathematics 2025-10-23 Hui Chen , Su Liang , Tai-Peng Tsai

We prove Wolf's regularity condition up to the boundary for solutions to the Navier-Stokes equations satisfying non-slip boundary condition.

Analysis of PDEs · Mathematics 2015-11-11 Gregory Seregin

In this paper we prove that periodic boundary-value problems (BVPs) for delay differential equations are locally equivalent to finite-dimensional algebraic systems of equations. We rely only on regularity assumptions that follow those of…

Dynamical Systems · Mathematics 2023-10-09 Jan Sieber

This work investigates a class of moving boundary problems related to a nonlinear evolution equation featuring an exponential source term. We establish a connection to Stefan-type problems, for different boundary conditions at the fixed…

Analysis of PDEs · Mathematics 2025-01-16 Julieta Bollati , Ernesto A. Borrego Rodriguez , Adriana C. Briozzo , Colin Rogers

In this paper we consider positive solutions to quasilinear elliptic problem with singular nonlinearities. We provide a H\"{o}pf type boundary lemma via a suitable scaling argument that allows to deal with the lack of regularity of the…

Analysis of PDEs · Mathematics 2018-11-01 Francesco Esposito , Berardino Sciunzi

We investigate elliptic boundary-value problems for which the maximum of the orders of the boundary operators is equal to or greater than the order of the elliptic differential equation. We prove that the operator corresponding to an…

Analysis of PDEs · Mathematics 2020-07-28 Tetiana Kasirenko , Aleksandr Murach

We establish sharp regularity and Fredholm theorems for the \bar{\partial}_b-Neumann problem on domains satisfying some non-generic geometric conditions. We use these domains to construct explicit examples of bad behaviour of the Kohn…

Complex Variables · Mathematics 2007-05-23 Robert K. Hladky

We obtain a global extension of the classical weak Harnack inequality which extends and quantifies the Hopf-Oleinik boundary-point lemma, for uniformly elliptic equations in divergence form. Among the consequences is a boundary gradient…

Analysis of PDEs · Mathematics 2022-11-03 Fiorella Rendón , Boyan Sirakov , Mayra Soares

Consider positive solutions to second order elliptic equations with measurable coefficients in a bounded domain, which vanish on a portion of the boundary. We give simple necessary and sufficient geometric conditions on the domain, which…

Analysis of PDEs · Mathematics 2008-10-03 Mikhail V. Safonov

We study properties of pseudodifferential operators which arise in their use in boundary value problems. Smooth domains as well as intersections of smooth domains are considered.

Complex Variables · Mathematics 2022-05-03 Dariush Ehsani

Black-Scholes equation as one of the most celebrated mathematical models has an explicit analytical solution known as the Black-Scholes formula. Later variations of the equation, such as fractional or nonlinear Black-Scholes equations, do…

Mathematical Finance · Quantitative Finance 2021-04-27 Endah R. M. Putri , Lutfi Mardianto , Amirul Hakam , Chairul Imron , Hadi Susanto

In this paper, we show some results about the existence and the uniqueness of the positive solution for a $p$-Laplacian fractional differential equations with fractional derivative boundary condition. Our results are based on…

Classical Analysis and ODEs · Mathematics 2019-08-13 Faouzi Haddouchi

In a rectangular domain, a boundary-value problem is considered for a mixed-type equation with a regularized Caputo-like counterpart of hyper-Bessel differential operator and the bi-ordinal Hilfer's fractional derivative. Using the method…

Analysis of PDEs · Mathematics 2022-06-28 E. Karimov , M. Ruzhansky , B. Toshtemirov