相关论文: A boundary point lemma for Black-Scholes type oper…
The most classical version of the Schwarz lemma involves the behavior at the origin of a bounded, holomorphic function on the disc. Pick's version of the Schwarz lemma allows one to move the origin to other points of the disc. In the…
The paper establishes a version of the Hopf boundary point lemma for sections of a vector bundle over a manifold with boundary. This result may be viewed as a counterpart to the tensor maximum principle obtained by R. Hamilton in 1986.…
The Hopf Lemma for second order elliptic operators is proved to hold in domains with $C^{1,\alpha}$, and even less regular, boundaries. It need not hold for $C^1$ boundaries. Corresponding results are proved for second order parabolic…
We prove the Hopf boundary point lemma for solutions of the Dirichlet problem involving the Schr\"odinger operator $- \Delta + V$ with a nonnegative potential $V$ which merely belongs to $L_{\mathrm{loc}}^1(\Omega)$. More precisely, if $u…
We deal with some generalizations on a Black--Scholes model arising in financial mathematics. As novelty in this paper, we consider a variable volatility and abstract functional boundary conditions, which allow us to treat a very large…
We propose a numerical procedure for computing the prices of European options, in which the underlying asset price is a Markovian strict local martingale. If the underlying process is a strict local martingale and the payoff is of linear…
We prove weak and strong maximum principles, including a Hopf lemma, for smooth subsolutions to equations defined by linear, second-order, partial differential operators whose principal symbols vanish along a portion of the domain boundary.…
The primary objective of this paper is to develop methodologies for investigating Schwarz type lemmas and to present their applications in Banach spaces. First, we improve upon the main results obtained by Osserman [Proc. Am. Math. Soc.…
This paper deals with a theoretical mathematical analysis of a one-dimensional-moving-boundary problem for the time-fractional diffusion equation, where the time-fractional derivative of order $\al$ $\in (0,1)$ is taken in the Caputo's…
We study the critical points of the solution of second elliptic equations in divergence and diagonal form with a bounded and positive definite coefficient, under the assumption that the statement of the Hopf lemma holds (sign assumptions on…
The classical Hopf's lemma can be reformulated as uniqueness of continuation result. We aim in the present work to quantify this property. We show precisely that if a solution $u$ of a divergence form elliptic equation attains its maximum…
The theory of slice regular functions is nowadays widely studied and has found its elegant applications to a functional calculus for quaternionic linear operators and Schur analysis. However, much less is known about their boundary…
We prove local regularity up to flat part of boundary, for certain classes of distributional solutions that are $L_{\infty}L^{3,q}$ with $q$ finite.
In this paper we present some new results regarding the solvability of nonlinear Hammerstein integral equations in a special cone of continuous functions. The proofs are based on a certain fixed point theorem of Leggett and Williams type.…
In this paper, we study qualitative properties of the fractional $p$-Laplacian. Specifically, we establish a Hopf type lemma for positive weak super-solutions of the fractional $p-$Laplacian equation with Dirichlet condition. Moreover, an…
In this paper, we investigate the existence and uniqueness of solutions for a fractional boundary value problem supplemented with nonlocal Riemann-Liouville fractional integral and Caputo fractional derivative boundary conditions. Our…
In this paper, we develop a series of boundary pointwise regularity for Dirichlet problems and oblique derivative problems. As applications, we give direct and simple proofs of the higher regularity of the free boundaries in obstacle-type…
In this paper, we establish a boundary Schwarz lemma for solutions to non-homogeneous biharmonic equations.
This paper is devoted to prove the existence of one or multiple solutions of a wide range of nonlinear differential boundary value problems. To this end, we obtain some new fixed point theorems for a class of integral operators. We follow…
In this paper, we prove the boundary Lipschitz regularity and the Hopf Lemma by a unified method on Reifenberg domains for fully nonlinear elliptic equations. Precisely, if the domain $\Omega$ satisfies the exterior Reifenberg…