A. Canale

activity

20132023

most citedOptimal kernel estimates for a Schrödinger type operator

1 citations · 1 across the 9 of their papers we have counts for

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Showing 2014 · math.APShow all

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math.AP2014

Analitic approach to solve a degenerate parabolic PDE for the Heston model

A. Canale, R. M. Mininni, A. Rhandi

We present an analytic approach to solve a degenerate parabolic problem associated to the Heston model, which is widely used in mathematical finance to derive the price of an Europ…

math.AP2014

Schrödinger type operators with unbounded diffusion and potential terms

Anna Canale, Abdelaziz Rhandi, Cristian Tacelli

We prove that the realization $A_{p}$ in $L^{p} (R^{N}), 1 < p < \infty$ , of the Schrödinger type operator $A = (1 + ∣ x ∣^{α}) Δ - ∣ x ∣^{β}$ with domain $D(A_p)=\{u\in W^{2,p}(\mathbb{R}^N): Au\…