On oblique derivative problems for fully nonlinear second-order elliptic partial differential equations on nonsmooth domains

DOI10.1016/0362-546X(90)90048-LzbMath0736.35044OpenAlexW2094004533MaRDI QIDQ3970938

Paul Dupuis, Hitoshi Ishii

Publication date: 25 June 1992

Published in: Nonlinear Analysis: Theory, Methods & Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0362-546x(90)90048-l

zbMATH Keywords

oblique derivativeexistence of viscosity sub- and super-solutions

Mathematics Subject Classification ID

Nonlinear boundary value problems for linear elliptic equations (35J65)

Related Items (22)

On \(W^{2, p}\)-estimates for solutions of obstacle problems for fully nonlinear elliptic equations with oblique boundary conditions ⋮ Limit theorems and the support of SDES with oblique reflections on nonsmooth domains ⋮ Systems of fully nonlinear parabolic obstacle problems with Neumann boundary conditions ⋮ Finite time Merton strategy under drawdown constraint: a viscosity solution approach ⋮ Ergodic problem for the Hamilton-Jacobi-Bellman equation. I: Existence of the ergodic attractor ⋮ User’s guide to viscosity solutions of second order partial differential equations ⋮ Zubov's method for controlled diffusions with state constraints ⋮ Stochastic and partial differential equations on non-smooth time-dependent domains ⋮ Weak KAM aspects of convex Hamilton-Jacobi equations with Neumann type boundary conditions ⋮ Distribution dependent reflecting stochastic differential equations ⋮ Strong solutions to reflecting stochastic differential equations with singular drift ⋮ On Viscosity Solution of HJB Equations with State Constraints and Reflection Control ⋮ A characterization of the reflected quasipotential ⋮ Large deviations principle by viscosity solutions: the case of diffusions with oblique Lipschitz reflections ⋮ On homogenization problems with oscillating Dirichlet conditions in space–time domains ⋮ On the Taylor Expansion of Value Functions ⋮ The Skorohod oblique reflection problem in domains with corners and application to stochastic differential equations ⋮ A convergence result for the ergodic problem for Hamilton–Jacobi equations with Neumann-type boundary conditions ⋮ On the equivalence of viscosity and distribution solutions of second-order PDEs with Neumann boundary conditions ⋮ State-dependent stochastic networks. I: Approximation and applications with continuous diffusion limits ⋮ Dynamic programming and error estimates for stochastic control problems with maximum cost ⋮ Fully nonlinear oblique derivative problems for nonlinear second-order elliptic PDE's

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• Viscosity solutions of fully nonlinear second-order elliptic partial differential equations
• Linear oblique derivative problems for the uniformly elliptic Hamilton- Jacobi-Bellman equation
• Neumann type boundary conditions for Hamilton-Jacobi equations
• Optimal control of diffusion processes and hamilton–jacobi–bellman equations part 2 : viscosity solutions and uniqueness
• Viscosity Solutions of Hamilton-Jacobi Equations
• On uniqueness and existence of viscosity solutions of fully nonlinear second-order elliptic PDE's
• A Uniqueness Result for Viscosity Solutions of Second Order Fully Nonlinear Partial Differential Equations

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