We establish here necessary and sufficient conditions for the propagation of convexity in parabolic equations. We consider as well linear equations and fully nonlinear ones. And we discuss several variants and extensions of these results. To cite this article: P.-L. Lions, M. Musiela, C. R. Acad. Sci. Paris, Ser. I 342 (2006). © 2006 Académie des sciences.
Lions, P. L., & Musiela, M. (2006). Convexity of solutions of parabolic equations. Comptes Rendus Mathematique, 342(12), 915–921. https://doi.org/10.1016/j.crma.2006.02.014