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math.AP2011★ 40 cited
A Schauder approach to degenerate-parabolic partial differential equations with unbounded coefficients
Paul M. N. Feehan, Camelia Pop
Motivated by applications to probability and mathematical finance, we consider a parabolic partial differential equation on a half-space whose coefficients are suitably Holder cont…
math.AP2011
Boundary-degenerate elliptic operators and Holder continuity for solutions to variational equations and inequalities
Paul M. N. Feehan, Camelia A. Pop
The Heston stochastic volatility process, which is widely used as an asset price model in mathematical finance, is a paradigm for a degenerate diffusion process where the degenerac…