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MiS Preprint
64/2012

Schauder a priori estimates and regularity of solutions to degenerate-elliptic linear second-order partial differential equations

Paul Feehan and Camelia Pop

Abstract

We establish Schauder a priori estimates and regularity for solutions to a class of degenerate-elliptic linear second-order partial differential equations. Furthermore, given a smooth source function, we prove regularity of solutions up to the portion of the boundary where the operator is degenerate. Degenerate-elliptic operators of the kind described in our article appear in a diverse range of applications, including as generators of affine diffusion processes employed in stochastic volatility models in mathematical finance, generators of diffusion processes arising in mathematical biology, and the study of porous media.

Received:
25.10.12
Published:
26.10.12
MSC Codes:
35J70, 60J60

Related publications

inJournal
2014 Repository Open Access
Paul Feehan and Camelia Pop

Schauder a priori estimates and regularity of solutions to boundary-degenerate elliptic linear second-order partial differential equations

In: Journal of differential equations, 256 (2014) 3, pp. 895-956