Pages that link to "Item:Q3978011"
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The following pages link to Equqtions D'Hamilton-Jacobi Du Premier Ordre Avec Termes Intégro-Différentiels (Q3978011):
Displaying 50 items.
- On the differentiability of the solutions of non-local Isaacs equations involving \(\frac{1}{2}\)-Laplacian (Q256277) (← links)
- Regularity for fully nonlinear integro-differential operators with regularly varying kernels (Q283433) (← links)
- Consumption-investment problem with transaction costs for Lévy-driven price processes (Q309169) (← links)
- Regularity results for fully nonlinear parabolic integro-differential operators (Q383596) (← links)
- Homogenization of the Peierls-Nabarro model for dislocation dynamics (Q444923) (← links)
- Regularity results and large time behavior for integro-differential equations with coercive Hamiltonians (Q493194) (← links)
- On nonlocal quasilinear equations and their local limits (Q501636) (← links)
- Relationship between MP and DPP for the stochastic optimal control problem of jump diffusions (Q535333) (← links)
- Classical and impulse control for the optimization of dividend and proportional reinsurance policies with regime switching (Q613607) (← links)
- Nonlinear diffusion of dislocation density and self-similar solutions (Q625441) (← links)
- On Kolmogorov equations for anisotropic multivariate Lévy processes (Q650769) (← links)
- Viscosity solutions for a system of integro-PDEs and connections to optimal switching and control of jump-diffusion processes (Q708865) (← links)
- Systems of integro-PDEs with interconnected obstacles and multi-modes switching problem driven by Lévy process (Q889849) (← 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)
- Optimal dividend strategies for a risk process under force of interest (Q938046) (← links)
- Error estimates for approximate solutions to Bellman equations associated with controlled jump-diffusions (Q943366) (← links)
- Non-local Hamilton-Jacobi equations arising in dislocation dynamics (Q987774) (← links)
- Optimal dividend and investment problems under Sparre Andersen model (Q1704145) (← 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)
- Monotone systems involving variable-order nonlocal operators (Q2075303) (← links)
- A spectral dominance approach to large random matrices (Q2153707) (← links)
- Singular optimal dividend control for the regime-switching Cramér-Lundberg model with credit and debit interest (Q2252244) (← links)
- Aleksandrov-Bakelman-Pucci type estimates for integro-differential equations (Q2276344) (← links)
- Optimal singular dividend problem under the Sparre Andersen model (Q2302759) (← links)
- On Gerber-Shiu functions and optimal dividend distribution for a Lévy risk process in the presence of a penalty function (Q2354887) (← links)
- Optimal dividend policies for compound Poisson processes: the case of bounded dividend rates (Q2444704) (← links)
- The viability property of controlled jump diffusion processes (Q2519342) (← links)
- Discrete-to-continuum convergence of charged particles in 1D with annihilation (Q2675802) (← links)
- Existence, Uniqueness, and Asymptotic Behavior for Nonlocal Parabolic Problems with Dominating Gradient Terms (Q2802694) (← links)
- Convergence in multiscale financial models with non-Gaussian stochastic volatility (Q2808055) (← links)
- Optimal dividend control for a generalized risk model with investment incomes and debit interest (Q2868603) (← links)
- Existence and Uniqueness for Integro-Differential Equations with Dominating Drift Terms (Q2926034) (← links)
- High Frequency Trading and Asymptotics for Small Risk Aversion in a Markov Renewal Model (Q2941476) (← links)
- Hamilton-Jacobi-Bellman Equations Associated to Symmetric Stable Processes (Q2999423) (← links)
- Optimal Reinsurance and Dividend Strategies Under the Markov-Modulated Insurance Risk Model (Q3068104) (← links)
- Numerical Analysis of Additive, Lévy and Feller Processes with Applications to Option Pricing (Q3079739) (← links)
- Viscosity Solutions for Controlled McKean--Vlasov Jump-Diffusions (Q3300786) (← links)
- Uniform Equicontinuity for a Family of Zero Order Operators Approaching the Fractional Laplacian (Q3448244) (← links)
- On the vanishing viscosity method for first order differential-functional IBVP (Q3624928) (← links)
- Homogenization of a Class of Integro-Differential Equations with Lévy Operators (Q3643207) (← links)
- A non-local macroscopic model for traffic flow (Q5006322) (← links)
- Minimizing ruin probability under the Sparre Anderson model (Q5079885) (← links)
- Viscosity solutions and the pricing of European-style options in a Markov-modulated exponential Lévy model (Q5086465) (← links)
- Optimal Ratcheting of Dividends in Insurance (Q5130025) (← links)
- Coupling Lévy measures and comparison principles for viscosity solutions (Q5241485) (← links)
- Homogenization of First Order Equations with (<i>u</i>/ε)-Periodic Hamiltonians Part II: Application to Dislocations Dynamics (Q5459787) (← links)
