IDEAS home Printed from https://ideas.repec.org/a/bla/mathna/v296y2023i9p4060-4085.html
   My bibliography  Save this article

Regularity results for Choquard equations involving fractional p‐Laplacian

Author

Listed:
  • Reshmi Biswas
  • Sweta Tiwari

Abstract

In this paper, first we address the regularity of weak solution for a class of p‐fractional Choquard equations: (−Δ)psu=∫ΩF(y,u)|x−y|μdyf(x,u),x∈Ω,u=0,x∈RN∖Ω,$$\begin{equation*} \hspace*{4.6pc}{\left. \def\eqcellsep{&}\begin{array}{rcll} (-\Delta )_p^su &=& {\left(\displaystyle \int _\Omega \frac{F(y,u)}{|x-y|^{\mu }}dy\right)}f(x,u), & x\in \Omega ,\\[13pt] u &=& 0, & x\in \mathbb {R}^N\setminus \Omega , \end{array} \right\rbrace} \end{equation*}$$where Ω⊂RN$\Omega \subset \mathbb {R}^N$ is a smooth bounded domain, 1

Suggested Citation

  • Reshmi Biswas & Sweta Tiwari, 2023. "Regularity results for Choquard equations involving fractional p‐Laplacian," Mathematische Nachrichten, Wiley Blackwell, vol. 296(9), pages 4060-4085, September.
    • Handle: RePEc:bla:mathna:v:296:y:2023:i:9:p:4060-4085
    DOI: 10.1002/mana.202100469
    as

    Download full text from publisher

    File URL: https://doi.org/10.1002/mana.202100469
    Download Restriction: no
    File URL: https://libkey.io/10.1002/mana.202100469?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    References listed on IDEAS

    as
    1. S. Z. Levendorskiǐ, 2004. "Pricing Of The American Put Under Lévy Processes," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 7(03), pages 303-335.
    Full references (including those not matched with items on IDEAS)

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Leippold, Markus & Vasiljević, Nikola, 2017. "Pricing and disentanglement of American puts in the hyper-exponential jump-diffusion model," Journal of Banking & Finance, Elsevier, vol. 77(C), pages 78-94.
    2. Anna Battauz & Marzia De Donno & Alessandro Sbuelz, 2015. "Real Options and American Derivatives: The Double Continuation Region," Management Science, INFORMS, vol. 61(5), pages 1094-1107, May.
    3. Svetlana Boyarchenko & Sergei Levendorskiĭ, 2019. "Sinh-Acceleration: Efficient Evaluation Of Probability Distributions, Option Pricing, And Monte Carlo Simulations," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 22(03), pages 1-49, May.
    4. Svetlana Boyarchenko & Sergei Levendorskii, 2023. "Alternative models for FX, arbitrage opportunities and efficient pricing of double barrier options in L\'evy models," Papers 2312.03915, arXiv.org.
    5. Kathrin Glau & Mirco Mahlstedt & Christian Potz, 2018. "A new approach for American option pricing: The Dynamic Chebyshev method," Papers 1806.05579, arXiv.org.
    6. Svetlana Boyarchenko & Sergei Levendorskiu{i}, 2022. "Efficient inverse $Z$-transform and pricing barrier and lookback options with discrete monitoring," Papers 2207.02858, arXiv.org, revised Jul 2022.
    7. Sergei Levendorskiĭ, 2017. "ULTRA-FAST PRICING BARRIER OPTIONS AND CDSs," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 20(05), pages 1-27, August.
    8. Ning Cai & Steven Kou, 2012. "Pricing Asian Options Under a Hyper-Exponential Jump Diffusion Model," Operations Research, INFORMS, vol. 60(1), pages 64-77, February.
    9. Svetlana Boyarchenko & Sergei Levendorskiu{i}, 2022. "L\'evy models amenable to efficient calculations," Papers 2207.02359, arXiv.org.
    10. Svetlana Boyarchenko & Sergei Levendorskiĭ, 2020. "Static and semistatic hedging as contrarian or conformist bets," Mathematical Finance, Wiley Blackwell, vol. 30(3), pages 921-960, July.
    11. Shi, Chao, 2022. "Asymptotic Analysis of the Mixed-Exponential Jump Diffusion Model and Its Financial Applications," Journal of Economic Dynamics and Control, Elsevier, vol. 143(C).
    12. Sergei Levendorskiĭ, 2022. "Operators and Boundary Problems in Finance, Economics and Insurance: Peculiarities, Efficient Methods and Outstanding Problems," Mathematics, MDPI, vol. 10(7), pages 1-36, March.
    13. Philipp N. Baecker, 2007. "Real Options and Intellectual Property," Lecture Notes in Economics and Mathematical Systems, Springer, number 978-3-540-48264-2, February.
    14. Svetlana Boyarchenko & Sergei Levendorskiä¬ & J. Lars Kyrkby & Zhenyu Cui, 2021. "Sinh-Acceleration For B-Spline Projection With Option Pricing Applications," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 24(08), pages 1-50, December.
    15. Lee, Sangjun & Zhao, Jinhua, 2021. "Adaptation to climate change: Extreme events versus gradual changes," Journal of Economic Dynamics and Control, Elsevier, vol. 133(C).
    16. Hatem Ben-Ameur & Rim Chérif & Bruno Rémillard, 2016. "American-style options in jump-diffusion models: estimation and evaluation," Quantitative Finance, Taylor & Francis Journals, vol. 16(8), pages 1313-1324, August.
    17. Svetlana Boyarchenko & Sergei Levendorskiu{i}, 2022. "Efficient evaluation of double-barrier options and joint cpdf of a L\'evy process and its two extrema," Papers 2211.07765, arXiv.org.
    18. Walter Farkas & Ludovic Mathys, 2020. "Geometric Step Options with Jumps. Parity Relations, PIDEs, and Semi-Analytical Pricing," Papers 2002.09911, arXiv.org.

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:bla:mathna:v:296:y:2023:i:9:p:4060-4085. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Wiley Content Delivery (email available below). General contact details of provider: http://www.blackwellpublishing.com/journal.asp?ref=0025-584X .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.