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Hölder regularity for a Kolmogorov equation. (English) Zbl 1116.35330
Summary: We study the interior regularity properties of the solutions to the degenerate parabolic equation, $\Delta_{x}u+b\partial_{y}u-\partial_{t}u=f, \qquad(x,y,t)\in \mathbb{R} ^{N}\times \mathbb{R}\times\mathbb{R} ,$ which arises in mathematical finance and in the theory of diffusion processes.

##### MSC:
 35K57 Reaction-diffusion equations 35K65 Degenerate parabolic equations 35K70 Ultraparabolic equations, pseudoparabolic equations, etc.
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##### References:
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