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Interior second derivatives estimates for nonlinear diffusions

  • *Corresponding author: Fernando Quirós

    *Corresponding author: Fernando Quirós

Dedicated to our good friend Juan Luis Vázquez on the occasion of his 75th birthday, with admiration for his research and his enthusiasm for both mathematics and life

The second author is supported by MCIN/AEI (Spain) through projects PID2020-116949GB-I00, RED2018-102650-T and the ICMAT-Severo Ochoa grant CEX2019-000904-S.

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  • By obtaining some new estimates for classical solutions of filtration equations and singular parabolic equations we derive consequences for fully nonlinear parabolic equations of dual filtration type, with nonlinearities that can be both singular and degenerate elliptic and also non-homogeneous. Such equations appear in the theory of option pricing with market impact.

    Mathematics Subject Classification: Primary: 35K55, 35B45, 35B65; Secondary: 35Q91, 91G20.

    Citation:

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