Uniqueness for integro-PDE in Hilbert spaces (Q1935429)

From MaRDI portal

Revision as of 13:39, 16 December 2024 by Import241208061232 (talk | contribs) (Normalize DOI.)

(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)

Jump to:navigation, search

scientific article

Language	Label	Description	Also known as
English	Uniqueness for integro-PDE in Hilbert spaces	scientific article

Statements

scholarly article

0 references

Uniqueness for integro-PDE in Hilbert spaces (English)

0 references

Andrzej Świȩch

0 references

0 references

Potential Analysis

0 references

publication date

15 February 2013

0 references

zbMATH Keywords

viscosity solutions

0 references

integro-PDE

0 references

Hamilton-Jacobi-Bellman equation

0 references

stochastic PDE

0 references

Lévy process

0 references

Hilbert space

0 references

MaRDI profile type

MaRDI publication profile

0 references

full work available at URL

https://doi.org/10.1007/s11118-011-9271-8

0 references

An analytic approach to purely nonlocal Bellman equations arising in models of stochastic control

0 references

Existence, uniqueness and regularity for nonlinear parabolic equations with nonlocal terms

0 references

Fractional semi-linear parabolic equations with unbounded data

0 references

Viscosity solutions of nonlinear integro-differential equations

0 references

Nonlinear integro-differential evolution problems arising in option pricing: a viscosity solutions approach.

0 references

Quasi-Variational Inequalities with Dirichlet Boundary Condition Related to Exit Time Problems for Impulse Control

0 references

Non-linear degenerate integro-partial differential evolution equations related to geometric Lévy processes and applications to backward stochastic differential equations

0 references

0 references

On the infinitesimal generators of Ornstein-Uhlenbeck processes with jumps in Hilbert space

0 references

A new definition of viscosity solutions for a class of second-order degenerate elliptic integro-differential equations

0 references

Backward stochastic differential equations and integral-partial differential equations

0 references

Uniqueness results for nonlocal Hamilton-Jacobi equations

0 references

Existence of weak solutions for general nonlocal and nonlinear second-order parabolic equations

0 references

On the Dirichlet problem for second-order elliptic integro-differential equations

0 references

Hölder continuity of solutions of second-order non-linear elliptic integro-differential equations

0 references

Second-order elliptic integro-differential equations: viscosity solutions' theory revisited

0 references

Hölder Continuity of Harmonic Functions with Respect to Operators of Variable Order

0 references

Stability results for Hamilton-Jacobi equations with integro-differential terms and discontinuous Hamiltonians

0 references

Optimal portfolio selection with consumption and nonlinear integro-differential equations with gradient constraint: A viscosity solution approach

0 references

Portfolio optimization in a Lévy market with intertemporal substitution and transaction costs

0 references

0 references

Viscosity solutions for a system of integro-PDEs and connections to optimal switching and control of jump-diffusion processes

0 references

Regularity theory for fully nonlinear integro-differential equations

0 references

The Dirichlet problem for some nonlocal diffusion equations.

0 references

User’s guide to viscosity solutions of second order partial differential equations

0 references

0 references

Viscosity solutions of Hamilton-Jacobi equations in infinite dimensions. IV: Hamiltonians with unbounded linear terms

0 references

Viscosity solutions of Hamilton-Jacobi equations in infinite dimensions. V: Unbounded linear terms and \(B\)-continuous solutions

0 references

Stochastic Equations in Infinite Dimensions

0 references

Generic Frechet-Differentiability and Perturbed Optimization Problems in Banach Spaces

0 references

Maximum principles for integro-differential parabolic operators

0 references

0 references

Existence and regularity results for solutions of second-order, elliptic, integrodifferential operators

0 references

On the regularity of solutions of the Dirichlet problem for elliptic integro-differential operators: A counterexample

0 references

A non-local regularization of first order Hamilton-Jacobi equations

0 references

Viscosity solutions for a class of Hamilton-Jacobi equations in Hilbert spaces

0 references

Optimal control problem associated with jump processes

0 references

Continuous dependence estimates for viscosity solutions of integro-PDEs

0 references

A ``maximum principle for semicontinuous functions'' applicable to integro-partial differential equations

0 references

Diffusion approximation of nuclear space-valued stochastic differential equations driven by Poisson random measures

0 references

The theory of De Giorgi for non-local operators

0 references

A priori estimates for integro-differential operators with measurable kernels

0 references

Perron's method and the method of relaxed limits for ``unbounded'' PDE in Hilbert spaces

0 references

Integro-differential operators associated with diffusion processes with jumps

0 references

Integro-differential equations associated with optimal stopping time of a piecewise-deterministic process

0 references

Perturbations of generalized Mehler semigroups and applications to stochastic heat equations with Levy noise and singular drift

0 references

Viscosity solutions of fully nonlinear second-order equations and optimal stochastic control in infinite dimensions. III: Uniqueness of viscosity solutions for general second-order equations

0 references

0 references

On Hölder continuity of solutions of certain integro-differential equations

0 references

0 references

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

0 references

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

0 references

0 references

Lévy-Ornstein-Uhlenbeck transition semigroup as second quantized operator

0 references

Stochastic Partial Differential Equations with Levy Noise

0 references

0 references

Pathwise uniqueness for singular SDEs driven by stable processes

0 references

Liouville theorems for non-local operators

0 references

Polar decomposition of positive operators and a problem of crandall and lions

0 references

0 references

Equqtions D'Hamilton-Jacobi Du Premier Ordre Avec Termes Intégro-Différentiels

0 references

Holder estimates for solutions of integro differential equations like the fractional laplace

0 references

On the differentiability of the solution to the Hamilton-Jacobi equation with critical fractional diffusion

0 references

Optimal Control with State-Space Constraint. II

0 references

0 references

A PDE approach to large deviations in Hilbert spaces

0 references

Large deviations for stochastic PDE with Lévy noise

0 references

0 references

Identifiers

zbMATH Open document ID

0 references

Mathematics Subject Classification ID

0 references

0 references

0 references

0 references

0 references

zbMATH DE Number

0 references

0 references

10.1007/S11118-011-9271-8

0 references

Sitelinks

Mathematics(1 entry)

mardi Publication:1935429

Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q1935429&oldid=38796312"