most citedLipschitzian Estimates in Discrete-Time Constrained Stochastic Optimal Control

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math.AP2001

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

M. Papi

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 regularit…

math.AP2001

A Generalized Osgood Condition for Viscosity Solutions to Fully Nonlinear Parabolic Degenerate Equations

M. Papi

Using a generalized assumption of Osgood type, we prove a comparison result between viscosity sub and supersolutions of fully nonlinear, possibly strongly degenerate, parabolic equ…