Pages that link to "Item:Q930019"
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The following pages link to Second-order elliptic integro-differential equations: viscosity solutions' theory revisited (Q930019):
Displayed 11 items.
- Viscosity solutions for a system of integro-PDEs and connections to optimal switching and control of jump-diffusion processes (Q708865) (← links)
- Large deviations estimates for some non-local equations: fast decaying kernels and explicit bounds (Q732589) (← links)
- Existence and uniqueness of viscosity solutions for QVI associated with impulse control of jump-diffusions (Q734661) (← links)
- Dislocation dynamics: from microscopic models to macroscopic crystal plasticity (Q841919) (← links)
- Convergence of nonlocal threshold dynamics approximations to front propagation (Q849221) (← links)
- A remark on the definitions of viscosity solutions for the integro-differential equations with Lévy operators (Q930282) (← links)
- Stochastic optimization theory of backward stochastic differential equations with jumps and viscosity solutions of Hamilton-Jacobi-Bellman equations (Q1005288) (← links)
- A class of integral equations and approximation of \(p\)-Laplace equations (Q2380800) (← links)
- Fractional semi-linear parabolic equations with unbounded data (Q3625574) (← links)
- Homogenization of a Class of Integro-Differential Equations with Lévy Operators (Q3643207) (← links)
- RISK INDIFFERENCE PRICING IN JUMP DIFFUSION MARKETS (Q3650925) (← links)