Vincenzo Vespri
University of Florence
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Archive | 2012
Emmanuele DiBenedetto; Ugo Gianazza; Vincenzo Vespri
Preface.- 1. Introduction.- 2. Preliminaries.- 3. Degenerate and Singular Parabolic Equations.- 4. Expansion of Positivity.- 5. The Harnack Inequality for Degenerate Equations.- 6. The Harnack Inequality for Singular Equations.- 7. Homogeneous Monotone Singular Equations.- Appendix A.- Appendix B.- Appendix C.- References.- Index.
Mathematical Models and Methods in Applied Sciences | 2001
Emilio Barucci; Sergio Polidoro; Vincenzo Vespri
We analyze partial differential equations arising in the evaluation of Asian options. The equations are strongly degenerate partial differential equations in three dimensions. We show that the solution of the no-arbitrage partial differential equation is sufficiently regular and standard numerical methods can be employed to approximate it.
Manuscripta Mathematica | 1992
Vincenzo Vespri
Here we prove Hölder regularity for bounded weak solutions of nonlinear parabolic equations with measurable coefficients. The prototype of this class of equations isut=Div(|u|β|Du|p−2Du)p>1, β>1−p
Siam Journal on Mathematical Analysis | 1987
Piermarco Cannarsa; Vincenzo Vespri
Strongly elliptic differential operators with (possibly) unbounded lower order coefficients are shown to generate analytic semigroups of linear operators on
Annali di Matematica Pura ed Applicata | 1989
Vincenzo Vespri
L^2 (R^N )
Israel Journal of Mathematics | 1988
Piermarco Cannarsa; Vincenzo Vespri
,
Advances in Calculus of Variations | 2010
Ugo Gianazza; Mikhail Surnachev; Vincenzo Vespri
L^{2,\mu } (R^N )
Duke Mathematical Journal | 2008
Emmanuele DiBenedetto; Ugo Gianazza; Vincenzo Vespri
,
Journal of Differential Equations | 1991
Alessandra Lunardi; Vincenzo Vespri
C(R^N )
Electronic Research Announcements of The American Mathematical Society | 2006
Emmanuele DiBenedetto; Ugo Gianazza; Vincenzo Vespri
and
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Libera Università Internazionale degli Studi Sociali Guido Carli
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