Die L1-Topologie subharmonischer Metriken: Eine Abschätzung und einige Kompaktheitseigenschaften.
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Differentiability of excessive functions of one-dimensional diffusions and the principle of smooth fit
Paavo Salminen, Bao Quoc Ta (2015)
Banach Center Publications
The principle of smooth fit is probably the most used tool to find solutions to optimal stopping problems of one-dimensional diffusions. It is important, e.g., in financial mathematical applications to understand in which kind of models and problems smooth fit can fail. In this paper we connect-in case of one-dimensional diffusions-the validity of smooth fit and the differentiability of excessive functions. The basic tool to derive the results is the representation theory of excessive functions;...
Dirichlet's Boundary Value Problem for Harmonic Mappings of Riemannian Manifolds.
S. Hildebrandt, H. Kaul, K.-O. Widman (1976)
Mathematische Zeitschrift
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