On the viscosity solutions of a stochastic differential utility problem (Q2694813): Difference between revisions

@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1016/s0022-0396(02)00026-8
+Normal rank
@@ Property / OpenAlex ID @@
+W2090425401
@@ Property / OpenAlex ID: W2090425401 / rank @@
+Normal rank
@@ Property / cites work @@
+Backward-forward stochastic differential equations
+Normal rank
@@ Property / cites work @@
+A comparison result for FBSDE with applications to decisions theory
+Normal rank
@@ Property / cites work @@
+Optimal control and viscosity solutions of Hamilton-Jacobi-Bellman equations
+Normal rank
@@ Property / cites work @@
+A weak Bernstein method for fully non-linear elliptic equations
+Normal rank
@@ Property / cites work @@
+The regularity of viscosity solutions for a class of fully nonlinear equations
+Normal rank
@@ Property / cites work @@
+Q4855688
@@ Property / cites work: Q4855688 / rank @@
+Normal rank
@@ Property / cites work @@
+On the regularity of solutions to a nonlinear ultraparabolic equation arising in mathematical finance
+Normal rank
@@ Property / cites work @@
+Regularity properties of viscosity solutions of a non-Hörmander degenerate equation
+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 @@
+Stochastic Differential Utility
@@ Property / cites work: Stochastic Differential Utility / rank @@
+Normal rank
@@ Property / cites work @@
+Entropy Solutions for Diffusion-Convection Equations with Partial Diffusivity
+Normal rank
@@ Property / cites work @@
+Backward-forward SDE's and stochastic differential games
+Normal rank
@@ Property / cites work @@
+The partial differential equation u<sub>t</sub> + uu<sub>x</sub> = μ<sub>xx</sub>
+Normal rank
@@ Property / cites work @@
+Solution of forward-backward stochastic differential equations
+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 @@
+Q4844840
@@ Property / cites work: Q4844840 / rank @@
+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 @@
+Q5548525
@@ Property / cites work: Q5548525 / rank @@
+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 @@
+Solving forward-backward stochastic differential equations explicitly -- a four step scheme
+Normal rank
@@ Property / cites work @@
+Forward-backward stochastic differential equations and their applications
+Normal rank
@@ Property / cites work @@
+Existence and uniqueness of unbounded viscosity solutions of parabolic equations with discontinuous time-dependence
+Normal rank
@@ Property / cites work @@
+Forward-backward stochastic differential equations and quasilinear parabolic PDEs
+Normal rank
@@ Property / cites work @@
+Q3996259
@@ Property / cites work: Q3996259 / rank @@
+Normal rank
@@ Property / cites work @@
+Hölder gradient estimates for fully nonlinear elliptic equations
+Normal rank
@@ Property / cites work @@
+Comparison principles and pointwise estimates for viscosity solutions of nonlinear elliptic equations
+Normal rank
@@ Property / cites work @@
+CAUCHY'S PROBLEM FOR DEGENERATE SECOND ORDER QUASILINEAR PARABOLIC EQUATIONS
+Normal rank
@@ Property / cites work @@
+On the regularity theory of fully nonlinear parabolic equations: I
+Normal rank
@@ Property / cites work @@
+On the regularity theory of fully nonlinear parabolic equations: II
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:2694813