Regularity and higher integrability of weak solutions to a class of non-Newtonian variation-inequality problems arising from American lookback options

Autor: Zongqi Sun
Jazyk: angličtina
Rok vydání: 2023
Předmět:
Zdroj: AIMS Mathematics, Vol 8, Iss 6, Pp 14633-14643 (2023)
Druh dokumentu: article
ISSN: 2473-6988
DOI: 10.3934/math.2023749?viewType=HTML
Popis: This paper presents the proofs of the higher integrability and regularity of weak solutions to a class of variation-inequality problems that are formulated by a non-Newtonian parabolic operator. After obtaining the gradient estimate, the higher order integrability of the weak solution is analyzed. We also examine the internal regularity estimate of the weak solution by utilizing a test function of the difference type.
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