相关论文: A boundary point lemma for Black-Scholes type oper…

In this article we study a class of delay differential equations with infinite delay in weighted spaces of uniformly continuous functions. We focus on the integrated semigroup formulation of the problem and so doing we provide an spectral…

A mixed boundary value problem for the Stokes system in a polyhedral domain is considered. Here different boundary conditions (in particular, Dirichlet, Neumann, free surface conditions) are prescribed on the sides of the polyhedron. The…

We introduce a numerical technique for controlling the location and stability properties of Hopf bifurcations in dynamical systems. The algorithm consists of solving an optimization problem constrained by an extended system of nonlinear…

In this article, we study the stationary Boltzmann equation with the incoming boundary condition for the hard potential cases. Assuming the smallness of the domain and a suitable normal curvature condition on the boundary, we find a…

In the paper we prove a generalization of the Hopf lemma for weak subsolutions of the equation: $-Au+cu=0$ in $D$, for a wide class of L\'evy type integro-differential operators $A$, bounded and measurable function $c:D\to[0,+\infty)$ and…

The purpose of this paper is to prove pointwise inequalities and to establish the boundedness on weighted $L^{p}$ spaces for pseudo-differential operators $T_{a}$ defined by the symbol $a\in S^{m}_{\varrho,\delta}$ with $0\leq\varrho\leq1,$…

In the paper the conditions are obtained providing existence and uniqueness of the regular solution of the boundary problem for class of the second order homogeneous operator-differential equation with singular coefficients. High term of…

In this paper we consider a class of boundary value problems for third order nonlinear functional differential equation. By the reduction of the problem to operator equation we establish the existence and uniqueness of solution and…

We prove the existence and uniqueness of the fundamental solution for Kolmogorov operators associated to some stochastic processes, that arise in the Black & Scholes setting for the pricing problem relevant to path dependent options. We…

We prove existence and up to the boundary regularity estimates in $L^{p}$ and H\"{o}lder spaces for weak solutions of the linear system $$ \delta \left( A d\omega \right) + B^{T}d\delta \left( B\omega \right) = \lambda B\omega + f \text{ in…

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 boundary value problems for linear elliptic differential operators of order one. The underlying manifold may be noncompact, but the boundary is assumed to be compact. We require a symmetry property of the principal symbol of the…

Using the theory of fixed point index, we establish new results for the existence of nonzero solutions of Hammerstein integral equations with reflections. We apply our results to a first order periodic boundary value problem with…

We study elliptic and parabolic boundary value problems in spaces of mixed scales with mixed smoothness on the half space. The aim is to solve boundary value problems with boundary data of negative regularity and to describe the…

A new method for numerical solving of boundary problem for ordinary differential equations with slowly varying coefficients which is aimed at better representation of solutions in the regions of their rapid oscillations or exponential…

We study existence, uniqueness and regularity properties of classical solutions to viscous Hamilton-Jacobi equations with Caputo time-fractional derivative. Our study relies on a combination of a gradient bound for the time-fractional…

In this paper, we study the boundary pointwise regularity for the divergence form elliptic boundary problem on domains with rough boundaries, specifically uniform domains. In general, it is not straightforward to define weak solutions for…

In common finance literature, Black-Scholes partial differential equation of option pricing is usually derived with no-arbitrage principle. Considering an asset market, Merton applied the Hamilton-Jacobi-Bellman techniques of his…

We build a solvability theory of elliptic boundary-value problems in normed Sobolev spaces of generalized smoothness for any integrability exponent $p>1$. The smoothness is given by a number parameter and a supplementary function parameter…

Locally bounded, local weak solutions to a special class of quasilinear, anisotropic, $p$-Laplacian type elliptic equations, are shown to be locally H\"older continuous. Homogeneous local upper bounds are established for local weak…