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

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.

Keywords

• inverse variation-inequality problem
• non-divergence degenerate parabolic operator
• existence
• local hölder continuity