Integro-PDE in Hilbert spaces: existence of viscosity solutions (Q345036): Difference between revisions

From MaRDI portal
Added link to MaRDI item.
Normalize DOI.
 
(6 intermediate revisions by 5 users not shown)
Property / DOI
 
Property / DOI: 10.1007/s11118-016-9563-0 / rank
Normal rank
 
Property / author
 
Property / author: Zabczyk, Jerzy / rank
Normal rank
 
Property / author
 
Property / author: Zabczyk, Jerzy / rank
 
Normal rank
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.1007/s11118-016-9563-0 / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W2462293311 / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the infinitesimal generators of Ornstein-Uhlenbeck processes with jumps in Hilbert space / rank
 
Normal rank
Property / cites work
 
Property / cites work: Lévy Processes and Stochastic Calculus / rank
 
Normal rank
Property / cites work
 
Property / cites work: Backward stochastic differential equations and integral-partial differential equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4888858 / rank
 
Normal rank
Property / cites work
 
Property / cites work: On Zero-Sum Stochastic Differential Games with Jump-Diffusion Driven State: A Viscosity Solution Framework / rank
 
Normal rank
Property / cites work
 
Property / cites work: Viscosity solutions for a system of integro-PDEs and connections to optimal switching and control of jump-diffusion processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stochastic representation for solutions of Isaacs' type integral-partial differential equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Financial Modelling with Jump Processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Viscosity solutions of Hamilton-Jacobi equations in infinite dimensions. IV: Hamiltonians with unbounded linear terms / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stochastic Equations in Infinite Dimensions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3721531 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stochastic Optimal Control in Infinite Dimension / rank
 
Normal rank
Property / cites work
 
Property / cites work: Consistency problems for Heath-Jarrow-Morton interest rate models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3992729 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal control problem associated with jump processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q2774021 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Feynman-Kac representation for Hamilton-Jacobi-Bellman IPDE / rank
 
Normal rank
Property / cites work
 
Property / cites work: Viscosity solutions of an infinite-dimensional Black-Scholes-Barenblatt equation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Representation formulas for solutions of Isaacs integro-PDE / rank
 
Normal rank
Property / cites work
 
Property / cites work: Perturbations of generalized Mehler semigroups and applications to stochastic heat equations with Levy noise and singular drift / rank
 
Normal rank
Property / cites work
 
Property / cites work: Applied stochastic control of jump diffusions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Uniqueness for stochastic evolution equations in Banach spaces / rank
 
Normal rank
Property / cites work
 
Property / cites work: Lévy-Ornstein-Uhlenbeck transition semigroup as second quantized operator / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stochastic Partial Differential Equations with Levy Noise / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4386544 / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the Cauchy problem for non-local Ornstein-Uhlenbeck operators / rank
 
Normal rank
Property / cites work
 
Property / cites work: Liouville theorems for non-local operators / rank
 
Normal rank
Property / cites work
 
Property / cites work: Polar decomposition of positive operators and a problem of crandall and lions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4492756 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal Control with State-Space Constraint. II / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3977319 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Large deviations for stochastic PDE with Lévy noise / rank
 
Normal rank
Property / cites work
 
Property / cites work: Uniqueness for integro-PDE in Hilbert spaces / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4255599 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q2772068 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3159346 / rank
 
Normal rank
Property / DOI
 
Property / DOI: 10.1007/S11118-016-9563-0 / rank
 
Normal rank

Latest revision as of 15:01, 9 December 2024

scientific article
Language Label Description Also known as
English
Integro-PDE in Hilbert spaces: existence of viscosity solutions
scientific article

    Statements

    Integro-PDE in Hilbert spaces: existence of viscosity solutions (English)
    0 references
    0 references
    0 references
    25 November 2016
    0 references
    integro-PDE
    0 references
    Hamilton-Jacobi-Bellman equation
    0 references
    viscosity solutions
    0 references
    dynamic programming principle
    0 references
    stochastic PDE
    0 references
    Lévy process
    0 references
    mathematical finance
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references