On classical solutions of boundary value problems for certain nonlinear integro-differential equations

DOI10.1007/BF02336537zbMath0835.45005MaRDI QIDQ1901209

H. Pragarauskas, Remigijus Mikulevičius

Publication date: 7 November 1995

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

zbMATH Keywords

Bellman equationcontrolled stochastic processesDirichlet and Neumann boundary value problemsnonlinear convex parabolic integro-differential equations of second order

Mathematics Subject Classification ID

Integro-partial differential equations (45K05) Other nonlinear integral equations (45G10) Martingales and classical analysis (60G46)

Related Items (10)

Nonlinear potentials of the Cauchy-Dirichlet problem for the integrodifferential Bellman equation ⋮ An analytic approach to purely nonlocal Bellman equations arising in models of stochastic control ⋮ 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 ⋮ The Evans-Krylov theorem for nonlocal fully nonlinear equations ⋮ Regularity theory for second order integro-PDEs ⋮ Fully nonlinear stochastic and rough PDEs: classical and viscosity solutions ⋮ The Evans-Krylov theorem for nonlocal parabolic fully nonlinear equations ⋮ Viscosity solutions of path-dependent integro-differential equations ⋮ Existence of \(C^\alpha \) solutions to integro-PDEs

Cites Work

• Existence and regularity results for solutions of second-order, elliptic, integrodifferential operators
• UNIMPROVABILITY OF ESTIMATES OF HÖLDER CONSTANTS FOR SOLUTIONS OF LINEAR ELLIPTIC EQUATIONS WITH MEASURABLE COEFFICIENTS
• Diffusion processes with boundary conditions
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