Hölder and Schauder estimates for weak solutions of a certain class of non-divergent variation inequality problems in finance

This article studies a class of variational inequality problems composed of non-divergence type parabolic operators. In comparison with traditional differential equations, this study focuses on overcoming inequality constraints to obtain Hölder and Schauder estimates for weak solutions. The results...

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Bibliographic Details
Main Authors: Yudong Sun, Tao Wu
Format: Article
Language:English
Published: AIMS Press 2023-06-01
Series:AIMS Mathematics
Subjects:
Online Access:https://www.aimspress.com/article/doi/10.3934/math.2023968?viewType=HTML