Moser’s estimates for degenerate Kolmogorov equations with non-negative divergence lower order coefficients-Reference-Cited by-同舟云学术

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Moser’s estimates for degenerate Kolmogorov equations with non-negative divergence lower order coefficients

Published:2019-12 Issue: Volume:189 Page:111568
ISSN:0362-546X
Container-title:Nonlinear Analysis
language:en
Short-container-title:Nonlinear Analysis

Author:

Anceschi Francesca,Polidoro Sergio^ORCID,Ragusa Maria Alessandra^ORCID

Funder

Istituto Nazionale di Alta Matematica

The role of Asymmetry and Kolmogorov equations in financial Risk Modeling

RUDN University Program

Publisher

Elsevier BV

Subject

Applied Mathematics,Analysis

Reference23 articles.

1. Asset pricing with a forward-backward stochastic differential utility;Antonelli;Econom. Lett.,2001

2. On the viscosity solutions of a stochastic differential utility problem;Antonelli;J. Differential Equations,2002

3. Some results on partial differential equations and Asian options;Barucci;Math. Models Methods Appl. Sci.,2001

4. On conditional McKean Lagrangian stochastic models;Bossy;Probab. Theory Related Fields,2011

5. The Boltzmann equation: Some mathematical aspects;Cercignani,1988

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