Nonlinear potentials of the Cauchy-Dirichlet problem for the integrodifferential Bellman equation

DOI10.1007/BF02986896zbMath0885.60045MaRDI QIDQ1366386

H. Pragarauskas, Remigijus Mikulevičius

Publication date: 30 October 1997

Published in: Lithuanian Mathematical Journal (Search for Journal in Brave)

zbMATH Keywords

viscosity solutionstochastic optimal controlmartingaleLipschitz continuityCauchy-Dirichlet problemHölder classnonlinear potentialintegro-differential Bellman equation

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Optimal stochastic control (93E20) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25)

Related Items (6)

Sharp Green function estimates for \(\Delta + \delta ^{\alpha /2}\) in \(C^{1,1}\) open sets and their applications ⋮ Remarks on Schauder estimates and existence of classical solutions for a class of uniformly parabolic Hamilton-Jacobi-Bellman integro-PDEs ⋮ Uniqueness for integro-PDE in Hilbert spaces ⋮ Continuous dependence estimates for viscosity solutions of integro-PDEs ⋮ Existence of \(C^\alpha \) solutions to integro-PDEs ⋮ Boundary Harnack principle for $Δ+ Δ^{𝛼/2}$

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Existence and regularity results for solutions of second-order, elliptic, integrodifferential operators
• Nonlinear potentials for Hamilton-Jacobi-Bellman equations
• On the uniqueness of solution to a martingale problem associated with a degenerate Lévy's operator
• On classical solutions of boundary value problems for certain nonlinear integro-differential equations
• Classical solutions of fully nonlinear, convex, second-order elliptic equations
• Lévy measure with generalized polar decomposition and the associated sde with jumps
• User’s guide to viscosity solutions of second order partial differential equations

This page was built for publication: Nonlinear potentials of the Cauchy-Dirichlet problem for the integrodifferential Bellman equation