Convex monotone semigroups on lattices of continuous functions
From MaRDI portal
Publication:6057854
DOI10.4171/PRIMS/59-2-4arXiv2010.04594MaRDI QIDQ6057854
Michael Kupper, Max Nendel, Robert Denk
Publication date: 26 October 2023
Published in: Publications of the Research Institute for Mathematical Sciences, Kyoto University (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2010.04594
Hamilton-Jacobi-Bellman equationnonlinear Cauchy problemmonotone generatorconvex semigroupLipschitz set
Semigroups of nonlinear operators (47H20) Hamilton-Jacobi equations (35F21) Uniqueness problems for PDEs: global uniqueness, local uniqueness, non-uniqueness (35A02)
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Financial markets with volatility uncertainty
- Function spaces and capacity related to a sublinear expectation: application to \(G\)-Brownian motion paths
- Continuous-time stochastic control and optimization with financial applications
- Semigroups of linear operators and applications to partial differential equations
- Banach lattices
- On a non-linear semi-group attached to stochastic optimal control
- Kolmogorov-type and general extension results for nonlinear expectations
- \(G\)-Lévy processes under sublinear expectations
- Convex semigroups on \(L^p\)-like spaces
- A semigroup approach to nonlinear Lévy processes
- Controlled Markov processes and viscosity solutions
- Multi-dimensional \(G\)-Brownian motion and related stochastic calculus under \(G\)-expectation
- Nonlinear semigroups and evolution equations
- Nonlinear Lévy processes and their characteristics
- Viscosity Solutions of Hamilton-Jacobi Equations
- User’s guide to viscosity solutions of second order partial differential equations
- Sobolev and Viscosity Solutions for Fully Nonlinear Elliptic and Parabolic Equations
- Pricing and hedging derivative securities in markets with uncertain volatilities
- Upper Envelopes of Families of Feller Semigroups and Viscosity Solutions to a Class of Nonlinear Cauchy Problems
- Nonlinear Expectations and Stochastic Calculus under Uncertainty
- Generation of Semi-Groups of Nonlinear Transformations on General Banach Spaces
- Viscosity solutions to Hamilton-Jacobi-Bellman equations associated with sublinear L\'evy(-type) processes
- Nonlinear Differential Equations of Monotone Types in Banach Spaces
This page was built for publication: Convex monotone semigroups on lattices of continuous functions
