Equqtions D'Hamilton-Jacobi Du Premier Ordre Avec Termes Intégro-Différentiels
From MaRDI portal
Publication:3978011
DOI10.1080/03605309108820789zbMath0742.45004OpenAlexW1595500633MaRDI QIDQ3978011
Publication date: 25 June 1992
Published in: Communications in Partial Differential Equations (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03605309108820789
existenceuniquenessHamilton-Jacobi equationviscosity solutioncomparison theoremsPerron methodLévy integro-differential operator
Related Items (53)
Regularity for fully nonlinear integro-differential operators with regularly varying kernels ⋮ Uniform Equicontinuity for a Family of Zero Order Operators Approaching the Fractional Laplacian ⋮ Consumption-investment problem with transaction costs for Lévy-driven price processes ⋮ A spectral dominance approach to large random matrices ⋮ Existence and Uniqueness for Integro-Differential Equations with Dominating Drift Terms ⋮ Minimizing ruin probability under the Sparre Anderson model ⋮ Viscosity solutions and the pricing of European-style options in a Markov-modulated exponential Lévy model ⋮ High Frequency Trading and Asymptotics for Small Risk Aversion in a Markov Renewal Model ⋮ Regularity results for fully nonlinear parabolic integro-differential operators ⋮ Classical and impulse control for the optimization of dividend and proportional reinsurance policies with regime switching ⋮ Systems of integro-PDEs with interconnected obstacles and multi-modes switching problem driven by Lévy process ⋮ Uniqueness of viscosity solutions for a class of integro-differential equations ⋮ Discrete-to-continuum convergence of charged particles in 1D with annihilation ⋮ Uniqueness for integro-PDE in Hilbert spaces ⋮ Regularity results for fully nonlinear integro-differential operators with nonsymmetric positive kernels: subcritical case ⋮ Nonlinear diffusion of dislocation density and self-similar solutions ⋮ Large‐scale asymptotics of velocity‐jump processes and nonlocal Hamilton–Jacobi equations ⋮ Optimal dividend and investment problems under Sparre Andersen model ⋮ Homogenization of the Peierls-Nabarro model for dislocation dynamics ⋮ Optimal Ratcheting of Dividends in Insurance ⋮ Optimal dividend policies for compound Poisson processes: the case of bounded dividend rates ⋮ On Kolmogorov equations for anisotropic multivariate Lévy processes ⋮ Second-order elliptic integro-differential equations: viscosity solutions' theory revisited ⋮ Hamilton-Jacobi-Bellman Equations Associated to Symmetric Stable Processes ⋮ Optimal dividend strategies for a risk process under force of interest ⋮ Viscosity Solutions for Controlled McKean--Vlasov Jump-Diffusions ⋮ Regularity results and large time behavior for integro-differential equations with coercive Hamiltonians ⋮ Error estimates for approximate solutions to Bellman equations associated with controlled jump-diffusions ⋮ On nonlocal quasilinear equations and their local limits ⋮ Optimal risk control and dividend policies under excess of loss reinsurance ⋮ Singular optimal dividend control for the regime-switching Cramér-Lundberg model with credit and debit interest ⋮ Relationship between MP and DPP for the stochastic optimal control problem of jump diffusions ⋮ Optimal consumption and portfolio in a jump diffusion market with proportional transaction costs ⋮ A non-local regularization of first order Hamilton-Jacobi equations ⋮ Viscosity solutions for a system of integro-PDEs and connections to optimal switching and control of jump-diffusion processes ⋮ Continuous dependence estimates for viscosity solutions of integro-PDEs ⋮ Aleksandrov-Bakelman-Pucci type estimates for integro-differential equations ⋮ Non-local Hamilton-Jacobi equations arising in dislocation dynamics ⋮ Optimal Reinsurance and Dividend Strategies Under the Markov-Modulated Insurance Risk Model ⋮ Existence, Uniqueness, and Asymptotic Behavior for Nonlocal Parabolic Problems with Dominating Gradient Terms ⋮ Homogenization of First Order Equations with (u/ε)-Periodic Hamiltonians Part II: Application to Dislocations Dynamics ⋮ The viability property of controlled jump diffusion processes ⋮ Convergence in multiscale financial models with non-Gaussian stochastic volatility ⋮ On the vanishing viscosity method for first order differential-functional IBVP ⋮ Numerical Analysis of Additive, Lévy and Feller Processes with Applications to Option Pricing ⋮ Optimal singular dividend problem under the Sparre Andersen model ⋮ Homogenization of a Class of Integro-Differential Equations with Lévy Operators ⋮ Monotone systems involving variable-order nonlocal operators ⋮ Coupling Lévy measures and comparison principles for viscosity solutions ⋮ A non-local macroscopic model for traffic flow ⋮ Optimal dividend control for a generalized risk model with investment incomes and debit interest ⋮ On the differentiability of the solutions of non-local Isaacs equations involving \(\frac{1}{2}\)-Laplacian ⋮ On Gerber-Shiu functions and optimal dividend distribution for a Lévy risk process in the presence of a penalty function
Cites Work
This page was built for publication: Equqtions D'Hamilton-Jacobi Du Premier Ordre Avec Termes Intégro-Différentiels
