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Schauder a priori estimates and regularity of solutions to boundary-degenerate elliptic linear second-order partial differential equations
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文摘
We establish Schauder a priori estimates and regularity for solutions to a class of boundary-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. Boundary-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 .

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