相关论文: Obstacle problems for integro-differential operato…
We study the higher regularity of free boundaries in obstacle problems for integro-differential operators. Our main result establishes that, once free boundaries are $C^{1,\alpha}$, then they are $C^\infty$. This completes the study of…
We study the obstacle problem for the fractional Laplacian with drift, $\min\left\{(-\Delta)^s u + b \cdot \nabla u,\,u -\varphi\right\} = 0$ in $\mathbb{R}^n$, in the critical regime $s = \frac{1}{2}$. Our main result establishes the…
The parabolic obstacle problem for the fractional Laplacian naturally arises in American option models when the assets prices are driven by pure jump L\'evy processes. In this paper we study the regularity of the free boundary. Our main…
We study the regularity of the free boundary in the obstacle problem for the fractional Laplacian under the assumption that the obstacle $\varphi$ satisfies $\Delta \varphi\leq 0$ near the contact region. Our main result establishes that…
We study the obstacle problem for fully nonlinear elliptic operators with an anisotropic degeneracy on the gradient: \[ \min \left\{f-|Du|^\gamma F(D^2u),u-\phi\right\} = 0 \quad\textrm{ in }\quad \Omega. \] We obtain existence of solutions…
We study the higher regularity in nonlocal free boundary problems posed for general integro-differential operators of order $2s$. Our main result is for the nonlocal one-phase (Bernoulli) problem, for which we establish that $C^{2,\alpha}$…
In this paper, we prove the existence and uniqueness of $W^{2,p}$ ($n<p<\infty$) solutions of a double obstacle problem with $C^{1,1}$ obstacle functions. Moreover, we show the optimal regularity of the solution and the local $C^1$…
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…
We study the higher regularity of free boundaries in obstacle problems for integro-differential operators with drift, like $(-\Delta)^s +b\cdot\nabla$, in the subcritical regime $s>\frac{1}{2}$. Our main result states that once the free…
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 the regularity of the free boundary in the obstacle for the $p$-Laplacian, $\min\bigl\{-\Delta_p u,\,u-\varphi\bigr\}=0$ in $\Omega\subset\mathbb R^n$. Here, $\Delta_p u=\textrm{div}\bigl(|\nabla u|^{p-2}\nabla u\bigr)$, and…
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…
In this paper we discuss the obstacle problem for the $p$-Laplace operator. We prove optimal growth results for the solution. Of particular interest is the point-wise regularity of the solution at free boundary points. The most surprising…
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…
We establish generic regularity results of free boundaries for solutions of the obstacle problem for the fractional Laplacian $(-\Delta)^s$. We prove that, for almost every obstacle, the free boundary contains only regular points up to…
We investigate the obstacle problem for a class of nonlinear equations driven by nonlocal, possibly degenerate, integro-differential operators, whose model is the fractional $p$-Laplacian operator with measurable coefficients. Amongst other…
We study the obstacle problem associated with the Kolmogorov operator $\Delta_v - \partial_t - v\cdot\nabla_x$, which arises from the theory of optimal control in Asian-American options pricing models. Our first main contribution is to…
For the obstacle problem involving a convex fully nonlinear elliptic operator, we show that the singular set in the free boundary stratifies. The top stratum is locally covered by a $C^{1,\alpha}$-manifold, and the lower strata are covered…
The non-transversal intersection of the free boundary with the fixed boundary is obtained for nonlinear uniformly elliptic operators when $\Omega = \{\nabla u \neq 0\} \cap \{x_n>0\}$ thereby solving a problem in elliptic theory that in the…
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 $\Omega$…