69 citations · 105 across the 16 of their papers we have counts for
5 papers · 2 filters
On a price formation free boundary model by Lasry & Lions: The Neumann problem
Luis A. Caffarelli, Peter A. Markowich, Marie-Therese Wolfram
We discuss local and global existence and uniqueness for the price formation free boundary model with homogeneous Neumann boundary conditions introduced by Lasry & Lions in 2007. T…
On a price formation free boundary model by Lasry & Lions
Luis A. Caffarelli, Peter A. Markowich, Jan-Frederik Pietschmann
We discuss global existence and asymptotic behaviour of a price formation free boundary model introduced by Lasry & Lions in 2007. Our results are based on a construction which tra…
Regularity of solutions to the parabolic fractional obstacle problem
Luis Caffarelli, Alessio Figalli
In this paper we study a parabolic version of the fractional obstacle problem, proving almost optimal regularity for the solution. This problem is motivated by an American option m…
Traveling waves for a boundary reaction-diffusion equation
L. Caffarelli, A. Mellet, Y. Sire
We prove the existence of a traveling wave solution for a boundary reaction diffusion equation when the reaction term is the combustion nonlinearity with ignition temperature. A ke…
Some remarks on singular solutions of nonlinear elliptic equations. III: viscosity solutions, including parabolic operators
Luis Caffarelli, YanYan Li, Louis Nirenberg
The paper concerns singular solutions of nonlinear elliptic equations, which include removable singularities for viscosity solutions, a strengthening of the Hopf Lemma including pa…