2 papers
math.AP2018
Obstacle problems for nonlocal operators: A brief overview
Donatella Danielli, Arshak Petrosyan, Camelia A. Pop
In this note, we give a brief overview of obstacle problems for nonlocal operators, focusing on the applications to financial mathematics. The class of nonlocal operators that we c…
math.AP2017
Obstacle problems for nonlocal operators
Donatella Danielli, Arshak Petrosyan, Camelia A. Pop
We prove existence, uniqueness, and regularity of viscosity solutions to the stationary and evolution obstacle problems defined by a class of nonlocal operators that are not stable…