Abstract
The obstacle problem for a fractional power of the Laplace operator appears in many contexts, such as in the study of anomalous diffusion [5], in the so called quasi-geostrophic flow problem [12], and in pricing of American options governed by assets evolving according to jump processes [13].
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Salsa, S. (2012). The Problems of the Obstacle in Lower Dimension and for the Fractional Laplacian. In: Regularity Estimates for Nonlinear Elliptic and Parabolic Problems. Lecture Notes in Mathematics(), vol 2045. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-27145-8_4
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