Regularity Results for a class of Semilinear Parabolic Degenerate Equations and Applications

2001/09/28 by M. Papi
Mathematics · #math.AP #math.PR

paper · pdf

published as Quaderno-IAC (2001)

arxiv created 2001/09/28 · arxiv updated 2009/11/30

Abstract

We consider a possibly strongly degenerate parabolic semilinear problem which can be applied to a differential model for pricing financial derivatives. We prove the asked regularity for applying the Ito's formula which is used for building the differential model.

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