Regularity and higher integrability of weak solutions to a class of non-Newtonian variation-inequality problems arising from American lookback options
This paper presents the proofs of the higher integrability and regularity of weak solutions to a class of variation-inequality problems that are formulated by a non-Newtonian parabolic operator. After obtaining the gradient estimate, the higher order integrability of the weak solution is analyzed. W...
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| Format: | Article |
| Language: | English |
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AIMS Press
2023-04-01
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| Series: | AIMS Mathematics |
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| Online Access: | https://www.aimspress.com/article/doi/10.3934/math.2023749?viewType=HTML |