The Tychonoff uniqueness theorem for the \(G\)-heat equation

DOI10.1007/s11425-011-4184-yzbMath1219.35004arXiv1006.5300OpenAlexW3106394100MaRDI QIDQ547391

Qian Lin

Publication date: 1 July 2011

Published in: Science China. Mathematics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1006.5300

zbMATH Keywords

\(G\)-Brownian motionfully nonlinear equation\(G\)-expectations

Mathematics Subject Classification ID

Nonlinear parabolic equations (35K55) Applications of stochastic analysis (to PDEs, etc.) (60H30) Viscosity solutions to PDEs (35D40) Uniqueness problems for PDEs: global uniqueness, local uniqueness, non-uniqueness (35A02)

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A note on \(p\)th moment estimates for stochastic functional differential equations in the framework of G-Brownian motion

Cites Work

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• Exponentially growing solutions of parabolic Isaacs' equations
• Survey on normal distributions, central limit theorem, Brownian motion and the related stochastic calculus under sublinear expectations
• On the strong maximum principle for degenerate parabolic equations
• Multi-dimensional \(G\)-Brownian motion and related stochastic calculus under \(G\)-expectation
• Uniqueness Results for Second-Order Bellman--Isaacs Equations under Quadratic Growth Assumptions and Applications
• User’s guide to viscosity solutions of second order partial differential equations
• A three-curves theorem for viscosity subsolutions of parabolic equations

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