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On the existence of $W^{1,2}_{p}$ solutions for fully nonlinear parabolic equations under either relaxed or no convexity assumptions
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abstract
We establish the existence of solutions of fully nonlinear parabolic second-order equations like $\partial_{t}u+H(v,Dv,D^{2}v,t,x)=0$ in smooth cylinders without requiring $H$ to be convex or concave with respect to the second-order derivatives. Apart from ellipticity nothing is required of $H$ at points at which $|D^{2}v|\leq K$, where $K$ is any fixed constant. For large $|D^{2}v|$ some kind of relaxed convexity assumption with respect to $D^{2}v$ mixed with a VMO condition with respect to $t,x$ are still imposed. The solutions are sought in Sobolev classes. We also establish the solvability without almost any conditions on $H$, apart from ellipticity, but of a "cut-off" version of the equation $\partial_{t}u+H(v,Dv,D^{2}v,t,x)=0$.
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Existence, uniqueness, and regularity of solutions to nonlinear and non-smooth parabolic obstacle problems
Proves existence, uniqueness, and W^{1,2,p}-regularity for fully nonlinear parabolic obstacle problems with obstacles as suprema of W^{1,2,p} functions and measurable operators, with application to stopping problems.
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