相关论文: Obstacle problems for nonlocal operators: A brief …
We give an analytical characterization of the price function of an American option in Heston-type models. Our approach is based on variational inequalities and extends recent results of Daskalopoulos and Feehan (2011). We study the…
In this note, we study an obstacle problem for the elastic flow. We prove the local-in-time existence of weak solutions and discuss their relation to classical solutions when additional regularity is obtained. Related results concerning…
This paper introduces a new class of variational inequalities where the obstacle is placed in the exterior domain that is disjoint from the observation domain. This is carried out with the help of nonlocal fractional operators. The need for…
We study viscosity solutions to a system of nonlinear degenerate parabolic partial integro-differential equations with interconnected obstacles. This type of problem occurs in the context of optimal switching problems when the dynamics of…
We present the theory of the Dirichlet problem for nonlocal operators which are the generators of general pure-jump symmetric L\'evy processes whose L\'evy measures need not be absolutely continuous. We establish basic facts about the…
We study a class of nonlinear eigenvalue problems which involves a convolution operator as well as a superlinear nonlinearity. Our variational existence proof is based on constrained optimization and provides a one-parameter family of…
In this work we study a general shape optimization problem where the state equation is given in terms of a nonlocal operator. Examples of the problems considered are monotone combinations of fractional eigenvalues. Moreover, we also analyze…
By topological arguments, we prove new results on the existence, non-existence, localization and multiplicity of nontrivial solutions of a class of perturbed nonlinear integral equations. These type of integral equations arise, for example,…
The Heston stochastic volatility process, which is widely used as an asset price model in mathematical finance, is a paradigm for a degenerate diffusion process where the degeneracy in the diffusion coefficient is proportional to the square…
In this article, we adapt the definition of viscosity solutions to the obstacle problem for fully nonlinear path-dependent PDEs with data uniformly continuous in $(t,\omega)$, and generator Lipschitz continuous in $(y,z,\gamma)$. We prove…
We discuss the existence theory of a nonlinear problem of nonlocal type subject to Neumann boundary conditions. Differently from the existing literature, the elliptic operator under consideration is obtained as a superposition of operators…
We prove new results on the existence, non-existence, localization and multiplicity of nontrivial solutions for perturbed Hammerstein integral equations. Our approach is topological and relies on the classical fixed point index. Some of the…
Motivated by problems in machine learning, we study a class of variational problems characterized by nonlocal operators. These operators are characterized by power-type weights, which are singular at a portion of the boundary. We identify a…
We develop the complete free boundary analysis for solutions to classical obstacle problems related to nondegenerate nonlinear variational energies. The key tools are optimal $C^{1,1}$ regularity, which we review more generally for…
The study of nonlocal operators of fractional type possesses a long tradition, motivated both by mathematical curiosity and by real world applications...
In this paper we prove existence and uniqueness of viscosity solutions of elliptic systems associated to fully nonlinear operators for minimization problems that involve interconnected obstacles. This system appears, among other, in the…
In this article we introduce a new type of nonlocal operators and study the Cauchy problem for certain parabolic-type pseudodifferential equations naturally associated to these operators. Some of these equations are the p-adic master…
By means of variational methods we investigate existence, non-existence as well as regularity of weak solutions for a system of nonlocal equations involving the fractional laplacian operator and with nonlinearity reaching the critical…
We consider an obstacle problem for elastic curves with fixed ends. We attempt to extend the graph approach provided in [8]. More precisely, we investigate nonexistence of graph solutions for special obstacles and extend the class of…
We prove some existence results for a class of nonlinear fractional equations driven by a nonlocal operator.