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math.AP2021
An obstacle problem arising from American options pricing: regularity of solutions
Henrique Borrin, Diego Marcon
We analyse the obstacle problem for the nonlocal parabolic operator \[\partial_t u + (-Δ)^{s} u - b \cdot \nabla u - \mathcal{I}u - ru,\] where , …
math.AP2021
On the Lagrangian structure of transport equations: relativistic Vlasov systems
Henrique Borrin, Diego Marcon
We study the Lagrangian structure of relativistic Vlasov systems, such as the relativistic Vlasov-Poisson and the relativistic quasi-eletrostatic limit of Vlasov-Maxwell equations.…