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most citedStochastic Representations for Solutions to Parabolic Dirichlet Problems for Nonlocal Bellman Equations

3 citations · 5 across the 5 of their papers we have counts for

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math.PR2015

Partial regularity of viscosity solutions for a class of Kolmogorov equations arising from mathematical finance

Mauro Rosestolato, Andrzej Świech

We study value functions which are viscosity solutions of certain Kolmogorov equations. Using PDE techniques we prove that they are regular on special finite dimensional…