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8 papers · 1 filter
Obstacle problem for Arithmetic Asian options
Laura Monti, Andrea Pascucci
We prove existence, regularity and a Feynman-Kač representation formula of the strong solution to the free boundary problem arising in the financial problem of the pricing of the A…
Generalized mean curvature flow in Carnot groups
Luca Capogna, Giovanna Citti
In this paper we study the generalized mean curvature flow of sets in the sub-Riemannian geometry of Carnot groups. We extend to our context the level sets method and the weak (vis…
Global estimates for degenerate Ornstein-Uhlenbeck operators
M. Bramanti, G. Cupini, E. Lanconelli +1
We consider a class of degenerate Ornstein-Uhlenbeck operators in , of the kind \[ \mathcal{A}\equiv\sum_{i,j=1}^{p_{0}}a_{ij}\partial_{x_{i}x_{j}}^{2} +\sum_{i,j=1…
Existence and boundedness of solutions for a singular phase field system
Elena Bonetti, Pierluigi Colli, Mauro Fabrizio +1
This paper is devoted to the mathematical analysis of a thermomechanical model describing phase transitions in terms of the entropy and order structure balance law. We consider a m…
A dyadic decomposition approach to a finitely degenerate hyperbolic problem
Massimo Cicognani, Daniele Del Santo, Michael Reissig
We use the Littlewood-Paley decomposition technique to obtain a -well-posedness result for a weakly hyperbolic equation with a finite order of degeneration
Maximum and comparison principles for convex functions on the Heisenberg group
Cristian E. Gutierrez, Annamaria Montanari
We prove estimates, similar in form to the classical Aleksandrov estimates, for a Monge-Ampere type operator on the Heisenberg group. A notion of normal mapping does not seem to be…