40 citations · 112 across the 12 of their papers we have counts for
4 papers · 1 filter
On the martingale problem for degenerate-parabolic partial differential operators with unbounded coefficients and a mimicking theorem for Ito processes
Paul M. N. Feehan, Camelia Pop
Using results from our companion article [arXiv:1112.4824v2] on a Schauder approach to existence of solutions to a degenerate-parabolic partial differential equation, we solve thre…
Schauder a priori estimates and regularity of solutions to boundary-degenerate elliptic linear second-order partial differential equations
Paul M. N. Feehan, Camelia Pop
We establish Schauder a priori estimates and regularity for solutions to a class of boundary-degenerate elliptic linear second-order partial differential equations. Furthermore, gi…
Degenerate-elliptic operators in mathematical finance and higher-order regularity for solutions to variational equations
Paul M. N. Feehan, Camelia A. Pop
We establish higher-order weighted Sobolev and Holder regularity for solutions to variational equations defined by the elliptic Heston operator, a linear second-order degenerate-el…
Stochastic representation of solutions to degenerate elliptic and parabolic boundary value and obstacle problems with Dirichlet boundary conditions
Paul M. N. Feehan, Camelia Pop
We prove existence and uniqueness of stochastic representations for solutions to elliptic and parabolic boundary value and obstacle problems associated with a degenerate Markov dif…