Pages that link to "Item:Q1814669"
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The following pages link to Viscosity solutions of nonlinear integro-differential equations (Q1814669):
Displaying 50 items.
- Consumption-investment problem with transaction costs for Lévy-driven price processes (Q309169) (← links)
- Asymptotic behavior of a nonlocal KPP equation with an almost periodic nonlinearity (Q321627) (← links)
- Viscosity solutions of second order integral-partial differential equations without monotonicity condition: A new result (Q334112) (← links)
- Regularity results for fully nonlinear parabolic integro-differential operators (Q383596) (← links)
- Regularity results and large time behavior for integro-differential equations with coercive Hamiltonians (Q493194) (← links)
- Large deviations for multi-scale jump-diffusion processes (Q516019) (← links)
- Relationship between MP and DPP for the stochastic optimal control problem of jump diffusions (Q535333) (← links)
- A mathematical modeling for the lookback option with jump-diffusion using binomial tree method (Q633968) (← links)
- Convergence of numerical schemes for viscosity solutions to integro-differential degenerate parabolic problems arising in financial theory (Q704796) (← links)
- Viscosity solutions for a system of integro-PDEs and connections to optimal switching and control of jump-diffusion processes (Q708865) (← links)
- Existence and uniqueness of viscosity solutions for QVI associated with impulse control of jump-diffusions (Q734661) (← links)
- Fractional truncated Laplacians: representation formula, fundamental solutions and applications (Q831424) (← links)
- A new definition of viscosity solutions for a class of second-order degenerate elliptic integro-differential equations (Q850174) (← links)
- Convergence of the binomial tree method for Asian options in jump-diffusion models (Q874917) (← links)
- An analytic approach to purely nonlocal Bellman equations arising in models of stochastic control (Q879373) (← links)
- On the LP formulation in measure spaces of optimal control problems for jump-diffusions (Q888805) (← links)
- Uniqueness of viscosity solutions for a class of integro-differential equations (Q889860) (← links)
- Second-order elliptic integro-differential equations: viscosity solutions' theory revisited (Q930019) (← links)
- Error estimates for approximate solutions to Bellman equations associated with controlled jump-diffusions (Q943366) (← links)
- Nonlocal second-order geometric equations arising in tomographic reconstruction (Q1005286) (← links)
- Specified homogenization of a discrete traffic model leading to an effective junction condition (Q1660048) (← links)
- Continuous viscosity solutions for nonlocal Dirichlet problems with coercive gradient terms (Q1674586) (← links)
- On Neumann problems for nonlocal Hamilton-Jacobi equations with dominating gradient terms (Q1674626) (← links)
- Optimal dividend and investment problems under Sparre Andersen model (Q1704145) (← links)
- Weakly coupled systems of parabolic Hamilton-Jacobi equations with Caputo time derivative (Q1729867) (← links)
- Large time behavior of solutions of local and nonlocal nondegenerate Hamilton-Jacobi equations with Ornstein-Uhlenbeck operator (Q1733886) (← links)
- Singular risk-neutral valuation equations (Q1761441) (← links)
- A non-local regularization of first order Hamilton-Jacobi equations (Q1772323) (← links)
- Continuous dependence estimates for viscosity solutions of integro-PDEs (Q1779287) (← links)
- Uniqueness for integro-PDE in Hilbert spaces (Q1935429) (← links)
- Regularity results for fully nonlinear integro-differential operators with nonsymmetric positive kernels: subcritical case (Q1935438) (← links)
- \(G\)-Lévy processes under sublinear expectations (Q2038276) (← links)
- Continuous viscosity solutions to linear-quadratic stochastic control problems with singular terminal state constraint (Q2045151) (← links)
- Monotone systems involving variable-order nonlocal operators (Q2075303) (← links)
- Maximum principles and related problems for a class of nonlocal extremal operators (Q2082725) (← links)
- Dynamic programming principle and viscosity solutions of Hamilton-Jacobi-Bellman equations for stochastic recursive control problem with non-Lipschitz generator (Q2198169) (← links)
- Undiscounted bandit games (Q2212738) (← links)
- On solutions of a partial integro-differential equation in Bessel potential spaces with applications in option pricing models (Q2227316) (← links)
- A priori Lipschitz estimates for solutions of local and nonlocal Hamilton-Jacobi equations with Ornstein-Uhlenbeck operator (Q2280497) (← links)
- Jensen's inequality under nonlinear expectation generated by BSDE with jumps (Q2300529) (← links)
- Homogenization of a discrete model for a bifurcation and application to traffic flow (Q2310811) (← links)
- On Gerber-Shiu functions and optimal dividend distribution for a Lévy risk process in the presence of a penalty function (Q2354887) (← links)
- Integro-partial differential equations with singular terminal condition (Q2357187) (← links)
- Perron's method for nonlocal fully nonlinear equations (Q2362327) (← links)
- Existence and uniqueness for parabolic problems with Caputo time derivative (Q2400596) (← links)
- Remarks on Schauder estimates and existence of classical solutions for a class of uniformly parabolic Hamilton-Jacobi-Bellman integro-PDEs (Q2419930) (← links)
- Stochastic control problems for systems driven by normal martingales (Q2426608) (← links)
- Obstacle problem for nonlinear integro-differential equations arising in option pricing (Q2467933) (← links)
- Fractal first-order partial differential equations (Q2505217) (← links)
- Analytical binomial lookback options with double-exponential jumps (Q2510894) (← links)
