Continuous dependence estimates for viscosity solutions of fully nonlinear degenerate parabolic equations

DOI10.1006/JDEQ.2001.4136zbMath1086.35061OpenAlexW2150187532MaRDI QIDQ1849209

Kenneth Hvistendahl Karlsen, Espen R. Jakobsen

Publication date: 28 November 2002

Published in: Journal of Differential Equations (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/039b9156d9d44c9d4251ad27cdc405331d61167c

zbMATH Keywords

vanishing viscosity methodconvergence rateHölder estimateHamilton-Jacobi-Bellman partial differential equation

Mathematics Subject Classification ID

Nonlinear parabolic equations (35K55) Degenerate parabolic equations (35K65) Dependence of solutions to PDEs on initial and/or boundary data and/or on parameters of PDEs (35B30)

Related Items (24)

Finite element methods for isotropic Isaacs equations with viscosity and strong Dirichlet boundary conditions ⋮ On the convergence rate of approximation schemes for Hamilton-Jacobi-Bellman Equations ⋮ A fast algorithm for the two dimensional HJB equation of stochastic control ⋮ On securitization, market completion and equilibrium risk transfer ⋮ Finite Dimensional Approximations of Hamilton–Jacobi–Bellman Equations for Stochastic Particle Systems with Common Noise ⋮ A continuous dependence estimate for viscous Hamilton-Jacobi equations on networks with applications ⋮ Continuous dependence estimates and homogenization of quasi-monotone systems of fully nonlinear second order parabolic equations ⋮ Regularity Theory for Rough Partial Differential Equations and Parabolic Comparison Revisited ⋮ Continuous dependence estimates for the ergodic problem of Bellman equation with an application to the rate of convergence for the homogenization problem ⋮ Large traders and illiquid options: hedging vs. manipulation ⋮ The Hele-Shaw asymptotics for mechanical models of tumor growth ⋮ Short time uniqueness results for solutions of nonlocal and non-monotone geometric equations ⋮ Error estimates for approximate solutions to Bellman equations associated with controlled jump-diffusions ⋮ Continuous dependence results for non-linear Neumann type boundary value problems ⋮ ON THE RATE OF CONVERGENCE OF APPROXIMATION SCHEMES FOR BELLMAN EQUATIONS ASSOCIATED WITH OPTIMAL STOPPING TIME PROBLEMS ⋮ Error bounds for monotone approximation schemes for parabolic Hamilton-Jacobi-Bellman equations ⋮ Continuous dependence estimates for viscosity solutions of integro-PDEs ⋮ Higher order convergence rates in theory of homogenization. II: Oscillatory initial data ⋮ Stochastic ordering by \(g\)-expectations ⋮ Root's barrier, viscosity solutions of obstacle problems and reflected FBSDEs ⋮ Some regularity and convergence results for parabolic Hamilton-Jacobi-Bellman equations in bounded domains ⋮ Homogenization of periodic semilinear parabolic degenerate PDEs ⋮ \( G\)-expectation approach to stochastic ordering ⋮ Convergence rates for semi-discrete splitting approximations for degenerate parabolic equations with source teams

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• The maximum principle for semicontinuous functions
• Existence of viscosity solutions of Hamilton-Jacobi equations
• Viscosity Solutions of Hamilton-Jacobi Equations
• On uniqueness and existence of viscosity solutions of fully nonlinear second-order elliptic PDE's
• User’s guide to viscosity solutions of second order partial differential equations
• Continuous dependence on the nonlinearity of viscosity solutions of parabolic equations

This page was built for publication: Continuous dependence estimates for viscosity solutions of fully nonlinear degenerate parabolic equations