相关论文: The Heston stochastic volatility model has a bound…

We consider nonlinear perturbations of the hyperbolic equation in the Hilbert space. Necessary and sufficient conditions for the existence of solutions of boundary-value problem for the corresponding equation and iterative procedures for…

Parametric estimation of stochastic differential equations (SDEs) has been a subject of intense studies already for several decades. The Heston model for instance is driven by two coupled SDEs and is often used in financial mathematics for…

We study the initial-boundary value problem of the Navier-Stokes equations for incompressible fluids in a general domain in $\R^n$ with compact and smooth boundary, subject to the kinematic and vorticity boundary conditions on the non-flat…

We study the boundary regularity of solutions to the porous medium equation $u_t = \Delta u^m$ in the degenerate range $m>1$. In particular, we show that in cylinders the Dirichlet problem with positive continuous boundary data on the…

We establish sharp interior and boundary regularity estimates for solutions to $\partial_t u - L u = f(t, x)$ in $I\times \Omega$, with $I \subset \mathbb{R}$ and $\Omega \subset\mathbb{R}^n$. The operators $L$ we consider are…

Here we consider the following fractional Hamiltonian system \begin{equation*} \begin{cases} \begin{aligned} (-\Delta)^{s} u&=H_v(u,v) \;\;&&\text{in}~\Omega,\\ (-\Delta)^{s} v&=H_u(u,v) &&\text{in}~\Omega,\\ u &= v = 0 &&\text{in} ~…

We investigate an initial-(periodic-)boundary value problem for a continuum equation, which is a model for motion of grain boundaries based on the underlying microscopic mechanisms of line defects (disconnections) and integrated the effects…

We prove the first positive results concerning boundary value problems in the upper half-space of second order parabolic systems only assuming measurability and some transversal regularity in the coefficients of the elliptic part. To do so,…

Motivated by applications to gas filtration problems, we study the regularity of weak solutions to the strongly degenerate parabolic PDE $u_{t}-\mathrm{div}\left((\vert Du\vert-\nu)_{+}^{p-1}\frac{Du}{\vert Du\vert}\right)=f$ in…

Let $(E,\overline{\partial}_E,\theta)$ be a stable Higgs bundle of degree $0$ on a compact connected Riemann surface. Once we fix the flat metric $h_{\det(E)}$ on the determinant of $E$, we have the harmonic metrics $h_t$ $(t>0)$ for the…

In this paper, we study a parabolic free boundary problem in an exterior domain $$\begin{cases} F(D^2u)-\partial_tu=u^a\chi_{\{u>0\}}&\text{in }(\mathbb R^n\setminus K)\times(0,\infty),\\ u=u_0&\text{on }\{t=0\},\\ |\nabla u|=u=0&\text{on…

In this paper we study the regularity property of Hele-Shaw flow, where source and drift are present in the evolution. More specifically we consider H\"{o}lder continuous source and Lipschitz continuous drift. We show that if the free…

In this manuscript, we establish the existence and sharp geometric regularity estimates for bounded solutions of a class of quasilinear parabolic equations in non-divergence form with non-homogeneous degeneracy. The model equation in this…

In this paper, we study the initial boundary value problem for nonlinear Schr\"odinger equations on the half-line with nonlinear boundary conditions of type $u_x(0,t)+\lambda|u(0,t)|^ru(0,t)=0,$ $\lambda\in\mathbb{R}-\{0\}$, $r> 0$. We…

We consider a kind of stochastic exit time optimal control problems, in which the cost function is defined through a nonlinear backward stochastic differential equation. We study the regularity of the value function for such a control…

This note provides a succinct survey of the existing literature concerning the H\"older regularity for the gradient of weak solutions of PDEs of the form $$\sum_{i=1}^{2n} X_i A_i(\nabla_0 u)=0 \text{ and } \partial_t u= \sum_{i=1}^{2n} X_i…

We consider Stokes system in bounded domains and we present conditions of given data, in particular, boundary data, which ensure H\"older continuity of solutions. For H\"older continuous solutions for the Stokes system the normal component…

We establish the interior and boundary H\"older continuity of possibly sign-changing solutions to a class of doubly nonlinear parabolic equations whose prototype is \[ \partial_t\big(|u|^{p-2}u\big)-\Delta_p u=0,\quad p>1. \] The proof…

We establish boundary estimates for non-negative solutions to the p-parabolic equation in the degenerate range $p>2$. Our main results include new parabolic intrinsic Harnack chains in cylindrical NTA-domains together with sharp boundary…

In this paper we provide a complete local well-posedness theory for the free boundary relativistic Euler equations with a physical vacuum boundary on a Minkowski background. Specifically, we establish the following results: (i) local…