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):
Displaying 50 items.
- On the differentiability of the solutions of non-local Isaacs equations involving \(\frac{1}{2}\)-Laplacian (Q256277) (← links)
- Limit problems for a fractional \(p\)-Laplacian as \(p\to\infty\) (Q282621) (← links)
- Regularity for fully nonlinear integro-differential operators with regularly varying kernels (Q283433) (← links)
- Backward SDE representation for stochastic control problems with nondominated controlled intensity (Q292927) (← links)
- Consumption-investment problem with transaction costs for Lévy-driven price processes (Q309169) (← links)
- Stochastic Perron for stochastic target problems (Q328468) (← links)
- Viscosity solutions of second order integral-partial differential equations without monotonicity condition: A new result (Q334112) (← links)
- Convergence results for a class of nonlinear fractional heat equations (Q375494) (← links)
- Regularity results for fully nonlinear parabolic integro-differential operators (Q383596) (← links)
- Lipschitz regularity of solutions for mixed integro-differential equations (Q424430) (← links)
- Homogenization of the Peierls-Nabarro model for dislocation dynamics (Q444923) (← links)
- Systems of variational inequalities for non-local operators related to optimal switching problems: existence and uniqueness (Q470888) (← links)
- Regularity results and large time behavior for integro-differential equations with coercive Hamiltonians (Q493194) (← links)
- Generalized semiconcavity of the value function of a jump diffusion optimal control problem (Q497405) (← links)
- On nonlocal quasilinear equations and their local limits (Q501636) (← links)
- Large deviations for multi-scale jump-diffusion processes (Q516019) (← links)
- Homogenization of second order discrete model with local perturbation and application to traffic flow (Q525526) (← links)
- Relationship between MP and DPP for the stochastic optimal control problem of jump diffusions (Q535333) (← links)
- Hölder continuity of solutions of second-order non-linear elliptic integro-differential equations (Q610654) (← links)
- On the differentiability of the solution to the Hamilton-Jacobi equation with critical fractional diffusion (Q616913) (← links)
- Fundamental solutions and Liouville type theorems for nonlinear integral operators (Q624337) (← links)
- Nonlinear diffusion of dislocation density and self-similar solutions (Q625441) (← links)
- Solutions to a gradient-dependent integro-differential parabolic problem arising in the pricing of financial options in a Lévy market (Q641552) (← links)
- Stochastic representation for solutions of Isaacs' type integral-partial differential equations (Q645592) (← links)
- The Peierls-Nabarro model as a limit of a Frenkel-Kontorova model (Q649756) (← links)
- Viscosity solutions for a system of integro-PDEs and connections to optimal switching and control of jump-diffusion processes (Q708865) (← links)
- On existence and uniqueness of viscosity solutions for second order fully nonlinear PDEs with Caputo time fractional derivatives (Q723758) (← 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)
- Nash equilibrium payoffs for stochastic differential games with jumps and coupled nonlinear cost functionals (Q744970) (← links)
- On a nonlocal diffusion model with Neumann boundary conditions (Q765252) (← links)
- Optimal reinsurance under the mean-variance premium principle to minimize the probability of ruin (Q784404) (← links)
- A splitting strategy for the calibration of jump-diffusion models (Q784736) (← links)
- On fractional and nonlocal parabolic mean field games in the whole space (Q822752) (← links)
- Stochastic impulse control problem with state and time dependent cost functions (Q829001) (← links)
- Fishery management in a regime switching environment: utility theory approach (Q831409) (← links)
- Fractional truncated Laplacians: representation formula, fundamental solutions and applications (Q831424) (← links)
- Dislocation dynamics: from microscopic models to macroscopic crystal plasticity (Q841919) (← links)
- Convergence of nonlocal threshold dynamics approximations to front propagation (Q849221) (← links)
- Optimal stopping for dynamic risk measures with jumps and obstacle problems (Q887103) (← links)
- Nonlocal curvature flows (Q887915) (← links)
- On the LP formulation in measure spaces of optimal control problems for jump-diffusions (Q888805) (← 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)
- Finite and infinite speed of propagation for porous medium equations with nonlocal pressure (Q890190) (← links)
- Large solutions to elliptic equations involving fractional Laplacian (Q896167) (← links)
- Lipschitz regularity for censored subdiffusive integro-differential equations with superfractional gradient terms (Q897348) (← 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)
- Viscosity solutions of systems of variational inequalities with interconnected bilateral obstacles of non-local type (Q1616373) (← links)
