The Dirichlet Problem for Semilinear Second-Order Degenerate Elliptic Equations and Applications to Stochastic Exit Time Control Problems (Q4323360): Difference between revisions

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scientific article; zbMATH DE number 723827

Language	Label	Description	Also known as
English	The Dirichlet Problem for Semilinear Second-Order Degenerate Elliptic Equations and Applications to Stochastic Exit Time Control Problems	scientific article; zbMATH DE number 723827

Statements

instance of

scholarly article

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title

The Dirichlet Problem for Semilinear Second-Order Degenerate Elliptic Equations and Applications to Stochastic Exit Time Control Problems (English)

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Communications in Partial Differential Equations

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publication date

23 November 1995

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zbMATH Keywords

stochastic exit time control problems

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viscosity solutions

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.1080/03605309508821090

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cites work

Fully nonlinear Neumann type boundary conditions for second-order elliptic and parabolic equations

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Fully nonlinear Neumann type boundary conditions for first-order Hamilton–Jacobi equations

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Discontinuous solutions of deterministic optimal stopping time problems

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Exit Time Problems in Optimal Control and Vanishing Viscosity Method

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Comparison principle for Dirichlet-type Hamilton-Jacobi equations and singular perturbations of degenerated elliptic equations

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Q3355178

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Q3929443

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Q3995082

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Hamilton-Jacobi Equations with State Constraints

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Some Properties of Viscosity Solutions of Hamilton-Jacobi Equations

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User’s guide to viscosity solutions of second order partial differential equations

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On oblique derivative problems for fully nonlinear second-order elliptic PDE's on domains with corners

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0 references

0 references

0 references

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Functional Integration and Partial Differential Equations. (AM-109)

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Q5549430

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Q5187597

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Hypoelliptic second order differential equations

0 references

Perron's method for Hamilton-Jacobi equations

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On uniqueness and existence of viscosity solutions of fully nonlinear second-order elliptic PDE's

0 references

Fully nonlinear oblique derivative problems for nonlinear second-order elliptic PDE's

0 references

Viscosity solutions of fully nonlinear second-order elliptic partial differential equations

0 references

The maximum principle for viscosity solutions of fully nonlinear second order partial differential equations

0 references

Q4710893

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A Uniqueness Result for Viscosity Solutions of Second Order Fully Nonlinear Partial Differential Equations

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Q4314552

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Degenerate elliptic‐parabolic equations of second order

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Q3910361

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Nonlinear elliptic equations with singular boundary conditions and stochastic control with state constraints. I: The model problem

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Optimal control of diffusion processes and hamilton–jacobi–bellman equations part 2 : viscosity solutions and uniqueness

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Neumann type boundary conditions for Hamilton-Jacobi equations

0 references

Q5547857

0 references

Optimal Control with State-Space Constraint I

0 references

Q3998903

0 references

On degenerate elliptic-parabolic operators of second order and their associated diffusions

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Identifiers

zbMATH Open document ID

0826.35038

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DOI

10.1080/03605309508821090

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:4323360

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+Fully nonlinear Neumann type boundary conditions for second-order elliptic and parabolic equations
+Normal rank
@@ Property / cites work @@
+Fully nonlinear Neumann type boundary conditions for first-order Hamilton–Jacobi equations
+Normal rank
@@ Property / cites work @@
+Discontinuous solutions of deterministic optimal stopping time problems
+Normal rank
@@ Property / cites work @@
+Exit Time Problems in Optimal Control and Vanishing Viscosity Method
+Normal rank
@@ Property / cites work @@
+Comparison principle for Dirichlet-type Hamilton-Jacobi equations and singular perturbations of degenerated elliptic equations
+Normal rank
@@ Property / cites work @@
+Q3355178
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+Normal rank
@@ Property / cites work @@
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+Normal rank
@@ Property / cites work @@
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@@ Property / cites work @@
+Hamilton-Jacobi Equations with State Constraints
@@ Property / cites work: Hamilton-Jacobi Equations with State Constraints / rank @@
+Normal rank
@@ Property / cites work @@
+Some Properties of Viscosity Solutions of Hamilton-Jacobi Equations
+Normal rank
@@ Property / cites work @@
+User’s guide to viscosity solutions of second order partial differential equations
+Normal rank
@@ Property / cites work @@
+On oblique derivative problems for fully nonlinear second-order elliptic PDE's on domains with corners
+Normal rank
@@ Property / cites work @@
+Q3240966
@@ Property / cites work: Q3240966 / rank @@
+Normal rank
@@ Property / cites work @@
+Q5734699
@@ Property / cites work: Q5734699 / rank @@
+Normal rank
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+Normal rank
@@ Property / cites work @@
+Q4086303
@@ Property / cites work: Q4086303 / rank @@
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@@ Property / cites work @@
+Functional Integration and Partial Differential Equations. (AM-109)
+Normal rank
@@ Property / cites work @@
+Q5549430
@@ Property / cites work: Q5549430 / rank @@
+Normal rank
@@ Property / cites work @@
+Q5187597
@@ Property / cites work: Q5187597 / rank @@
+Normal rank
@@ Property / cites work @@
+Hypoelliptic second order differential equations
@@ Property / cites work: Hypoelliptic second order differential equations / rank @@
+Normal rank
@@ Property / cites work @@
+Perron's method for Hamilton-Jacobi equations
@@ Property / cites work: Perron's method for Hamilton-Jacobi equations / rank @@
+Normal rank
@@ Property / cites work @@
+On uniqueness and existence of viscosity solutions of fully nonlinear second-order elliptic PDE's
+Normal rank
@@ Property / cites work @@
+Fully nonlinear oblique derivative problems for nonlinear second-order elliptic PDE's
+Normal rank
@@ Property / cites work @@
+Viscosity solutions of fully nonlinear second-order elliptic partial differential equations
+Normal rank
@@ Property / cites work @@
+The maximum principle for viscosity solutions of fully nonlinear second order partial differential equations
+Normal rank
@@ Property / cites work @@
+Q4710893
@@ Property / cites work: Q4710893 / rank @@
+Normal rank
@@ Property / cites work @@
+A Uniqueness Result for Viscosity Solutions of Second Order Fully Nonlinear Partial Differential Equations
+Normal rank
@@ Property / cites work @@
+Q4314552
@@ Property / cites work: Q4314552 / rank @@
+Normal rank
@@ Property / cites work @@
+Degenerate elliptic‐parabolic equations of second order
+Normal rank
@@ Property / cites work @@
+Q3910361
@@ Property / cites work: Q3910361 / rank @@
+Normal rank
@@ Property / cites work @@
+Nonlinear elliptic equations with singular boundary conditions and stochastic control with state constraints. I: The model problem
+Normal rank
@@ Property / cites work @@
+Optimal control of diffusion processes and hamilton–jacobi–bellman equations part 2 : viscosity solutions and uniqueness
+Normal rank
@@ Property / cites work @@
+Neumann type boundary conditions for Hamilton-Jacobi equations
+Normal rank
@@ Property / cites work @@
+Q5547857
@@ Property / cites work: Q5547857 / rank @@
+Normal rank
@@ Property / cites work @@
+Optimal Control with State-Space Constraint I
@@ Property / cites work: Optimal Control with State-Space Constraint I / rank @@
+Normal rank
@@ Property / cites work @@
+Q3998903
@@ Property / cites work: Q3998903 / rank @@
+Normal rank
@@ Property / cites work @@
+On degenerate elliptic-parabolic operators of second order and their associated diffusions
+Normal rank