The obstacle problem for a class of hypoelliptic ultraparabolic equations

Marco, Di Francesco ; Andrea, Pascucci ; Sergio, Polidoro (2007) The obstacle problem for a class of hypoelliptic ultraparabolic equations. [Preprint]
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Abstract

We prove that the obstacle problem for a non-uniformly parabolic operator of Kolmogorov type, with Cauchy (or Cauchy-Dirichlet) boundary conditions, has a unique strong solution $u$. We also show that $u$ is a solution in the viscosity sense.

Abstract
Document type
Preprint
Creators
CreatorsAffiliationORCID
Marco, Di Francesco
Andrea, Pascucci
Sergio, Polidoro
Keywords
obstacle problem, optimal stopping, hypoelliptic equation
Subjects
DOI
Deposit date
20 Mar 2007
Last modified
16 May 2011 12:05
URI

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