相关论文: The fractional obstacle problem with drift: higher…
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 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 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 $C^{2,\alpha}$…
We prove a higher regularity result for the free boundary in the obstacle problem for the fractional Laplacian via a higher order boundary Harnack inequality.
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 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…
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 study regularity properties of the free boundary for solutions of the porous medium equation with the presence of drift. We show the $C^{1,\alpha}$ regularity of the free boundary, when the solution is directionally monotone in space…
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 obstacle problem for integro-differential operators of order $2s$, with $s\in (0,1)$. Our main result establishes that the free boundary is $C^{1,\gamma}$ and $u\in C^{1,s}$ near all regular points. Namely, we prove the…
We provide a higher order boundary Harnack inequality for harmonic functions in slit domains. As a corollary we obtain the $C^\infty$ regularity of the free boundary in the Signorini problem near non-degenerate points.
Despite significant recent advances in the regularity theory for obstacle problems with integro-differential operators, some fundamental questions remained open. On the one hand, there was a lack of understanding of parabolic problems with…
We study the boundary behaviour of solutions to second order parabolic linear equations in moving domains. Our main result is a higher order boundary Harnack inequality in $C^1$ and $C^{k,\alpha}$ domains, providing that the quotient of two…
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…
For the thin obstacle problem in $\mathbb{R}^n$, $n\geq 2$, we prove that at all free boundary points, with the exception of a $(n-3)$-dimensional set, the solution differs from its blow-up by higher order corrections. This expansion…
We discuss the optimal regularity and nondegeneracy of a free boundary problem related to the fractional Laplacian. This work is related to, but addresses a different problem from, recent work of Caffarelli, Roquejoffre, and Sire. A variant…
In the class of the so called non-dynamic Fractional Obstacle Problems of parabolic type, it is shown how to obtain higher regularity as well as optimal regularity of the space derivatives of the solution. Furthermore, at free boundary…
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 article, we deal with the fine boundary regularity, a weighted H\"{o}lder regularity of weak solutions to the problem involving the fractional $(p,q)$ Laplacian denoted by $(-\Delta)_{p}^{s} u + (-\Delta)_{q}^{s} u = f(x)$ in…
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…