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- W59866368 abstract "We study the interior regularity properties of the solutions of a nonlinear degenerate equation arising in mathematical finance. We set the problem in the framework of Hörmander type operators without assuming any hypothesis on the degeneracy of the associated Lie algebra. We prove that the viscosity solutions are indeed classical solutions. Nous étudions la régularité intérieure des solutions de viscosité d'une équation non linéaire du second ordre dégénérée que l'on rencontre en finance mathématique. Nous étudions le problème par la théorie des opérateurs de Hörmander sans aucune hypothèse sur la dégénerescence de l'algèbre de Lie engendrée. Nous montrons que la solution de viscosité est une solution classique." @default.
- W59866368 created "2016-06-24" @default.
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- W59866368 date "2001-11-01" @default.
- W59866368 modified "2023-10-17" @default.
- W59866368 title "Regularity properties of viscosity solutions of a non-Hörmander degenerate equation☆☆Investigation supported by the University of Bologna. Funds for selected research topics." @default.
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- W59866368 doi "https://doi.org/10.1016/s0021-7824(01)01223-5" @default.
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