Local Hölder continuity of inverse variation-inequality problem constructed by non-Newtonian polytropic operators in finance

Jia Li; Zhipeng Tong; Jia Li; Zhipeng Tong

doi:10.3934/math.20231472

AIMS Mathematics

2023, Volume 8, Issue 12: 28753-28765. doi: 10.3934/math.20231472

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Research article

Local Hölder continuity of inverse variation-inequality problem constructed by non-Newtonian polytropic operators in finance

Jia Li ,
Zhipeng Tong ^,

School of Management, Shenyang Urban Construction University, Shenyang 110167, China

Received: 21 August 2023 Revised: 10 October 2023 Accepted: 17 October 2023 Published: 23 October 2023
MSC : 35K99, 97M30

This paper aims to explore the inverse variation-inequality problems of a specific type of degenerate parabolic operators in a non-divergence form. These problems have significant implications in financial derivative pricing. The study focuses on analyzing the Hölder continuity of weak solutions by employing cut-off factors.
- inverse variation-inequality problem,
- non-divergence degenerate parabolic operator,
- existence,
- local Hölder continuity
Citation: Jia Li, Zhipeng Tong. Local Hölder continuity of inverse variation-inequality problem constructed by non-Newtonian polytropic operators in finance[J]. AIMS Mathematics, 2023, 8(12): 28753-28765. doi: 10.3934/math.20231472

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Abstract

This paper aims to explore the inverse variation-inequality problems of a specific type of degenerate parabolic operators in a non-divergence form. These problems have significant implications in financial derivative pricing. The study focuses on analyzing the Hölder continuity of weak solutions by employing cut-off factors.

References

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