Continuous dependence estimates for viscosity solutions of integro-PDEs
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Cites work
- \(C^{1,\beta}\) regularity of viscosity solutions via a continuous-dependence result
- A ``maximum principle for semicontinuous functions applicable to integro-partial differential equations
- Backward stochastic differential equations and integral-partial differential equations
- Continuous dependence estimates for viscosity solutions of fully nonlinear degenerate parabolic equations
- Continuous dependence on the nonlinearity of viscosity solutions of parabolic equations
- Equqtions D'Hamilton-Jacobi Du Premier Ordre Avec Termes Intégro-Différentiels
- Equqtions D'Hamilton-Jacobi Du Premier Ordre Avec Termes Intégro-Différentiels
- Error Bounds for Monotone Approximation Schemes for Hamilton--Jacobi--Bellman Equations
- Estimates for viscosity solutions of parabolic equations with Dirichlet boundary conditions
- Existence of viscosity solutions of Hamilton-Jacobi equations
- scientific article; zbMATH DE number 3720745 (Why is no real title available?)
- scientific article; zbMATH DE number 14969 (Why is no real title available?)
- scientific article; zbMATH DE number 158461 (Why is no real title available?)
- scientific article; zbMATH DE number 4125214 (Why is no real title available?)
- scientific article; zbMATH DE number 1227086 (Why is no real title available?)
- scientific article; zbMATH DE number 473351 (Why is no real title available?)
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- Hyperbolic distributions in finance
- Nonlinear integro-differential evolution problems arising in option pricing: a viscosity solutions approach.
- Nonlinear potentials of the Cauchy-Dirichlet problem for the integrodifferential Bellman equation
- On the convergence rate of approximation schemes for Hamilton-Jacobi-Bellman Equations
- ON THE RATE OF CONVERGENCE OF APPROXIMATION SCHEMES FOR BELLMAN EQUATIONS ASSOCIATED WITH OPTIMAL STOPPING TIME PROBLEMS
- On the rate of convergence of finite-difference approximations for Bellman's equations with variable coefficients
- On the rate of convergence of solutions in singular perturbation problems
- On uniqueness and existence of viscosity solutions of fully nonlinear second-order elliptic PDE's
- Optimal consumption and portfolio in a jump diffusion market with proportional transaction costs
- Optimal control and viscosity solutions of Hamilton-Jacobi-Bellman equations
- Optimal control of diffusion processes and hamilton–jacobi–bellman equations part 2 : viscosity solutions and uniqueness
- Optimal Control with State-Space Constraint. II
- Optimal portfolio management rules in a non-Gaussian market with durability and intertemporal substitution
- Optimal portfolio selection with consumption and nonlinear integro-differential equations with gradient constraint: A viscosity solution approach
- Optimal stopping, free boundary, and American option in a jump-diffusion model
- Perturbations singulières dans les problèmes aux limites et en contrôle optimal
- Portfolio optimization in a Lévy market with intertemporal substitution and transaction costs
- Pricing contingent claims on stocks driven by Lévy processes
- Processes of normal inverse Gaussian type
- The maximum principle for semicontinuous functions
- The normal inverse gaussian lévy process: simulation and approximation
- Two Approximations of Solutions of Hamilton-Jacobi Equations
- User’s guide to viscosity solutions of second order partial differential equations
- Viscosity solutions of Hamilton-Jacobi equations
- Viscosity Solutions of Hamilton-Jacobi Equations
- Viscosity solutions of nonlinear integro-differential equations
Cited in
(82)- On randomized stopping
- Singular risk-neutral valuation equations
- A non-local regularization of first order Hamilton-Jacobi equations
- Classification of global dynamics of competition models with nonlocal dispersals. I: Symmetric kernels
- Continuous dependence estimates for viscosity solutions of fully nonlinear degenerate parabolic equations
- Uniqueness for integro-PDE in Hilbert spaces
- A penalty scheme and policy iteration for nonlocal HJB variational inequalities with monotone nonlinearities
- A free boundary characterisation of the root barrier for Markov processes
- Approximation schemes for mixed optimal stopping and control problems with nonlinear expectations and jumps
- Monotone systems involving variable-order nonlocal operators
- Regularity results for solutions of mixed local and nonlocal elliptic equations
- The Bernstein technique for integro-differential equations
- Fractional filter method for recovering the historical distribution for diffusion equations with coupling operator of local and nonlocal type
- Finite element methods for isotropic Isaacs equations with viscosity and strong Dirichlet boundary conditions
- From the Peierls-Nabarro model to the equation of motion of the dislocation continuum
- Stochastic control of SDEs associated with Lévy generators and application to financial optimization
- On a class of singular stochastic control problems driven by Lévy noise
- A continuous dependence result for ultraparabolic equations in option pricing
- Remarks on Schauder estimates and existence of classical solutions for a class of uniformly parabolic Hamilton-Jacobi-Bellman integro-PDEs
- Stochastic differential equations with polar-decomposed Lévy measures and applications to stochastic optimization
- \(C^{1,\beta}\) regularity of viscosity solutions via a continuous-dependence result
- Fractal first-order partial differential equations
- On the differentiability of the solutions of non-local Isaacs equations involving \(\frac{1}{2}\)-Laplacian
- Regularization by \(\frac{1}{2}\)-Laplacian and vanishing viscosity approximation of HJB equations
- Discrete-to-continuum convergence of charged particles in 1D with annihilation
- Interior and boundary regularity results for strongly nonhomogeneous (p, q)-fractional problems
- Hamilton-Jacobi-Bellman Equations Associated to Symmetric Stable Processes
- Consumption-investment problem with transaction costs for Lévy-driven price processes
- An Optimal Control Problem Associated with SDEs Driven by Lévy-Type Processes
- ERROR ESTIMATES FOR A CLASS OF FINITE DIFFERENCE-QUADRATURE SCHEMES FOR FULLY NONLINEAR DEGENERATE PARABOLIC INTEGRO-PDES
- On the vanishing viscosity method for first order differential-functional IBVP
- Fractional semi-linear parabolic equations with unbounded data
- Optimal continuous dependence estimates for fractional degenerate parabolic equations
- Homogenization of the Peierls-Nabarro model for dislocation dynamics
- On the rate of convergence for monotone numerical schemes for nonlocal Isaacs equations
- Mixed local and nonlocal elliptic operators: regularity and maximum principles
- Linear theory for a mixed operator with Neumann conditions
- Stability results for backward nonlinear diffusion equations with temporal coupling operator of local and nonlocal type
- Rectified deep neural networks overcome the curse of dimensionality for nonsmooth value functions in zero-sum games of nonlinear stiff systems
- Semilinear elliptic equations involving mixed local and nonlocal operators
- Regularity theory for rough partial differential equations and parabolic comparison revisited
- Entropy solution theory for fractional degenerate convection-diffusion equations
- Fractal Hamilton-Jacobi-KPZ equations
- Viscosity solutions to Hamilton-Jacobi-Bellman equations associated with sublinear Lévy(-type) processes
- A numerical scheme for the quantile hedging problem
- The First Eigenvalue for Nonlocal Operators
- On numerical approximations of fractional and nonlocal mean field games
- Derivation of the 1-D Groma-Balogh equations from the Peierls-Nabarro model
- (Non)local logistic equations with Neumann conditions
- Optimal estimates on the propagation of reactions with fractional diffusion
- A Faber-Krahn inequality for mixed local and nonlocal operators
- Discrete Dislocation Dynamics with Annihilation as the Limit of the Peierls–Nabarro Model in One Dimension
- Nonlinear diffusion of dislocation density and self-similar solutions
- Some maximum principles for parabolic mixed local/nonlocal operators
- Mixed local and nonlocal parabolic equation: global existence, decay and blow-up
- On fully nonlinear parabolic mean field games with nonlocal and local diffusions
- On positive solutions of the Cauchy problem for doubly nonlocal equations
- On some regularity properties of mixed local and nonlocal elliptic equations
- The strongly nonlocal Allen-Cahn problem
- Rescaled kernel regularization for a nonlinear inverse problem with a sum of nonlocal diffusion operators
- Existence and regularity of weak solutions for mixed local and nonlocal semilinear elliptic equations
- Precise error bounds for numerical approximations of fractional HJB equations
- Boundary value problem for hyperbolic integro-differential equations of mixed type
- Threshold convergence to steady states for nonlocal reaction-diffusion equations with time delay in bounded domain
- A Brezis-Nirenberg type result for mixed local and nonlocal operators
- A strongly degenerate fully nonlinear mean field game with nonlocal diffusion
- The discrete dislocation dynamics of multiple dislocation loops
- Discretization of fractional fully nonlinear equations by powers of discrete Laplacians
- Regularity for a class of degenerate fully nonlinear nonlocal elliptic equations
- The Neumann condition for the superposition of fractional Laplacians
- Fujita exponent and blow-up rate for a mixed local and nonlocal heat equation
- Viscosity solutions for a system of integro-PDEs and connections to optimal switching and control of jump-diffusion processes
- Two-player zero-sum stochastic differential games with Markov-switching jump-diffusion dynamics
- A comparison principle based on couplings of partial integro-differential operators
- Comparison principle for general nonlocal Hamilton-Jacobi equations with superlinear gradient
- Multilevel Picard algorithm for general semilinear parabolic PDEs with gradient-dependent nonlinearities
- On a nonlocal diffusion model with Neumann boundary conditions
- On fractional and nonlocal parabolic mean field games in the whole space
- An analytic approach to purely nonlocal Bellman equations arising in models of stochastic control
- Uniqueness of viscosity solutions for a class of integro-differential equations
- Error estimates for approximate solutions to Bellman equations associated with controlled jump-diffusions
- Continuous dependence results for non-linear Neumann type boundary value problems
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