相关论文: A boundary point lemma for Black-Scholes type oper…
We consider the semilinear elliptic boundary value problem \[ -\Delta u=\left\vert u\right\vert ^{p-2}u\text{ in }\Omega,\text{\quad }u=0\text{ on }\partial\Omega, \] in a bounded smooth domain $\Omega$ of $\mathbb{R}^{N}$ for supercritical…
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…
We investigate an arbitrary regular elliptic boundary-value problem given in a bounded Euclidean domain with infinitely smooth boundary. We prove that the operator of the problem is bounded and Fredholm in appropriate pairs of H\"ormander…
The focus of this study is on exploring some qualitative properties of solutions to a class of semilinear elliptic problems in bounded domains, where the boundary conditions depend non-locally on the unknown solution at specified interior…
We establish sharp boundary regularity results for solutions to kinetic Fokker-Planck equations under prescribed inflow boundary conditions, providing precise quantification of the boundary hypoelliptic regularization effect. For equations…
In this paper we study the existence of solutions for a new class of nonlinear differential equations with three-point boundary conditions. Existence of solutions are obtained by using the Leray-Schauder degree.
We present a new approach for boundary integral equations for the wave equation with zero initial conditions. Unlike previous attempts, our mathematical formulation allows us to prove that the associated boundary integral operators are…
We study the existence of positive solutions on the half-line of a second order ordinary differential equation subject to functional boundary conditions. Our approach relies on a combination between the fixed point index for operators on…
We analyze and calculate the early exercise boundary for a class of stationary generalized Black-Scholes equations in which the volatility function depends on the second derivative of the option price itself. A motivation for studying the…
We study the stationary Stokes and Navier-Stokes equations with non-homogeneous Navier boundary condition in a bounded domain $\Omega\subset\mathbb{R}^{3}$ of class $\mathcal{C}^{1,1}$. We prove existence, uniqueness of weak and strong…
We consider existence of periodic boundary value problems of nonlinear second order ordinary differential equations. Under certain half Lipschitzian type conditions several existence results are obtained. As applications positive periodic…
In this paper we provide another application of the Inhomogeneous Hopf-Ole\u{\i}nik Lemma (IHOL) proved in \cite{BM-IHOL-PartI} or \cite{Boyan-2}. As a matter of fact, we also provide a new and simpler proof of a slightly weaker version…
A regular elliptic boundary-value problem over a bounded domain with a smooth boundary is studied. We prove that the operator of this problem is a Fredholm one in the two-sided refined scale of the functional Hilbert spaces and generates a…
In this article, we consider the boundary-value problem of nonlinear fractional differential equation with p-Laplacian operator. By the properties of Green function and Schauder fixed point theorem, several existence and nonexistence…
We prove existence of positive solutions to a boundary value problem depending on discrete fractional operators. Then, corresponding discrete fractional Lyapunov-type inequalities are obtained.
We investigate general Shapiro-Lopatinsky elliptic boundary value problems on manifolds with polycylindrical ends. This is accomplished by compactifying such a manifold to a manifold with corners of in general higher codimension, and we…
We use computer-assisted proof techniques to prove that a branch of non-trivial equilibrium solutions in the Kuramoto-Sivashinsky partial differential equation undergoes a Hopf bifurcation. Furthermore, we obtain an essentially constructive…
The purpose of this paper is to construct the early exercise boundary for a class of nonlinear Black--Scholes equations with a nonlinear volatility depending on the option price. We review a method how to transform the problem into a…
In this project we investigate the stochastic Burgers' equation with multiplicative space-time white noise on an unbounded spatial domain. We give a random field solution to this equation by defining a process via a kind of Feynman-Kac…
We study boundary regularity for the inhomogeneous Dirichlet problem for $2s$-stable operators in generalized H\"older spaces. Moreover, we provide explicit counterexamples that showcase the sharpness of our results. Our approach directly…