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

M. Papi

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

M. Papi

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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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M. Papi. 2001-09-28. Regularity Results for a class of Semilinear Parabolic Degenerate Equations and Applications. https://arxiv.org/abs/math/0109225

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