Hölder Regularity for a Kolmogorov Equation
نویسنده
چکیده
We study the interior regularity properties of the solutions to the degenerate parabolic equation, ∆xu+ b∂yu− ∂tu = f, (x, y, t) ∈ R × R× R, which arises in mathematical finance and in the theory of diffusion processes.
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تاریخ انتشار 2002