A Generalized Osgood Condition for Viscosity Solutions to Fully Nonlinear Parabolic Degenerate Equations

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dc.creatorPapi, M.
dc.date2001-09-28
dc.date.accessioned2026-07-07T04:43:34Z
dc.date.available2026-07-07T04:43:34Z
dc.descriptionUsing a generalized assumption of Osgood type, we prove a comparison result between viscosity sub and supersolutions of fully nonlinear, possibly strongly degenerate, parabolic equations under rather generale assumtpions. The principle allows to consider dependence on the gradient witha quadratic growth and also on complex zeroth-order terms. The result it applies in particular to a differential model for pricing Mortgage-Backed Securities.
dc.identifierhttps://arxiv.org/abs/math/0109224
dc.identifierhttp://arxiv.org/abs/math/0109224
dc.identifierQuaderno IAC (2000)
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/62280
dc.subjectAnalysis of PDEs
dc.subjectProbability
dc.titleA Generalized Osgood Condition for Viscosity Solutions to Fully Nonlinear Parabolic Degenerate Equations
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