相关论文: An obstacle problem arising from American options …

We consider controller-stopper problems in which the controlled processes can have jumps. The global filtration is represented by the Brownian filtration, enlarged by the filtration generated by the jump process. We assume that there exists…

We consider critical points of the geometric obstacle problem on vectorial maps $u: \mathbb{B}^2 \subset \mathbb{R}^2 \to \mathbb{R}^N$ \[ \int_{\mathbb{B}^2} |\nabla u|^2 \quad \mbox{subject to $u \in \mathbb{R}^N \backslash…

We prove the local H\"older regularity of weak solutions to the mixed local nonlocal parabolic equation of the form \begin{equation*} u_t-\Delta u+\text{P.V.}\int_{\mathbb{R}^{n}} {\frac{u(x,t)-u(y,t)}{{\left|x-y\right|}^{n+2s}}}dy=0,…

We establish sharp boundary regularity estimates in $C^1$ and $C^{1,\alpha}$ domains for nonlocal problems of the form $Lu=f$ in $\Omega$, $u=0$ in $\Omega^c$. Here, $L$ is a nonlocal elliptic operator of order $2s$, with $s\in(0,1)$.…

We discuss the H\"older regularity of solutions to the semilinear equation involving the fractional Laplacian $(-\Delta)^s u=f(u)$ in one dimension. We put in evidence a new regularity phenomenon which is a combined effect of the…

In this paper, we study the existence of distributional solutions of the following non-local elliptic problem \begin{eqnarray*} \left\lbrace \begin{array}{l} (-\Delta)^{s}u + |\nabla u|^{p} =f \quad\text{ in } \Omega \qquad \qquad \qquad…

In this paper, we deal with the following elliptic type problem $$ \begin{cases} (-\Delta)_{q(.)}^{s(.)}u + \lambda Vu = \alpha \left\vert u\right\vert^{p(.)-2}u+\beta \left\vert u\right\vert^{k(.)-2}u & \text{ in }\Omega, \\[7pt] u =0 &…

We study the optimal mechanism design problem faced by a market intermediary who makes revenue by connecting buyers and sellers. We first show that the optimal intermediation protocol has substantial structure: it is the solution to an…

Under the assumption of no-arbitrage, the pricing of American and Bermudan options can be casted into optimal stopping problems. We propose a new adaptive simulation based algorithm for the numerical solution of optimal stopping problems in…

We solve variationally certain equations of stellar dynamics of the form $-\sum_i\partial_{ii} u(x) =\frac{|u|^{p-2}u(x)}{{\rm dist} (x,{\mathcal A} )^s}$ in a domain $\Omega$ of $\rn$, where ${\mathcal A} $ is a proper linear subspace of…

We prove the Lewy-Stampacchia inequalities for the two obstacles problem in abstract form for T-monotone operators. As a consequence for a general class of quasi-linear elliptic operators of Ladyzhenskaya-Uraltseva type, including…

We consider the homogeneous Dirichlet problem for the parabolic equation \[ u_t- \operatorname{div} \left(|\nabla u|^{p(x,t)-2} \nabla u\right)= f(x,t) + F(x,t, u, \nabla u) \] in the cylinder $Q_T:=\Omega\times (0,T)$, where $\Omega\subset…

In this paper, we study the following Dirichlet problem for a parabolic equation involving fractional $p$-Laplacian with logarithmic nonlinearity \begin{equation*}\label{eq}\left\{ \begin{array}{llc}…

This paper deals with the Neumann boundary value problem for the system $$u_t=\nabla\cdot\left(D(u)\nabla u\right)-\nabla\cdot\left(S(u)\nabla v\right)+f(u) ,\quad x\in\Omega,\ t>0$$ $$v_t=\Delta v-v+u,\quad x\in\Omega,\ t>0$$ in a smooth…

In this paper, we explore the bifurcation phenomena and establish the existence of multiple solutions for the nonlocal subelliptic Brezis-Nirenberg problem: \begin{equation*} \begin{cases} (-\Delta_{\mathbb{G}})^s u= |u|^{2_s^*-2}u+\lambda…

In this paper we survey some results on the Dirichlet problem \[\left\{ \begin{array}{rcll} L u &=&f&\textrm{in }\Omega \\ u&=&g&\textrm{in }\mathbb R^n\backslash\Omega \end{array}\right.\] for nonlocal operators of the form…

In this paper, we consider the dual fractional parabolic problem in the right half space. We prove that the positive solutions are strictly increasing in $x_1$ direction without assuming the solutions be bounded. So far as we know, this is…

In this paper, motivated by a problem arising in random homogenization theory, we initiate the study of uniform estimates for the fractional penalized obstacle problem, $ \Delta^{s}u^{\epsilon} = \beta_{\epsilon} (u^{\epsilon})$. In…

In this paper, we focus on the homogenization process of the non-local elliptic boundary value problem $$\mathcal{L}_\varepsilon^s u_\varepsilon =(-\nabla\cdot (A_\varepsilon(x)\nabla))^{s}u_\varepsilon=f \mbox{ in } \mathcal O, $$ with…

Given a concave integro-differential operator $I$, we study regularity for solutions of fully nonlinear, nonlocal, parabolic, concave equations of the form $u_t-Iu=0$. The kernels are assumed to be smooth but non necessarily symmetric which…