Uniqueness for integro-PDE in Hilbert spaces (Q1935429)

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English	Uniqueness for integro-PDE in Hilbert spaces	scientific article

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scholarly article

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Uniqueness for integro-PDE in Hilbert spaces (English)

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Andrzej Świȩch

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Potential Analysis

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publication date

15 February 2013

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zbMATH Keywords

viscosity solutions

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integro-PDE

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Hamilton-Jacobi-Bellman equation

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stochastic PDE

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Lévy process

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Hilbert space

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.1007/s11118-011-9271-8

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An analytic approach to purely nonlocal Bellman equations arising in models of stochastic control

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Existence, uniqueness and regularity for nonlinear parabolic equations with nonlocal terms

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Fractional semi-linear parabolic equations with unbounded data

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Viscosity solutions of nonlinear integro-differential equations

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Nonlinear integro-differential evolution problems arising in option pricing: a viscosity solutions approach.

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Quasi-Variational Inequalities with Dirichlet Boundary Condition Related to Exit Time Problems for Impulse Control

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Non-linear degenerate integro-partial differential evolution equations related to geometric Lévy processes and applications to backward stochastic differential equations

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On the infinitesimal generators of Ornstein-Uhlenbeck processes with jumps in Hilbert space

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A new definition of viscosity solutions for a class of second-order degenerate elliptic integro-differential equations

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Backward stochastic differential equations and integral-partial differential equations

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Uniqueness results for nonlocal Hamilton-Jacobi equations

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Existence of weak solutions for general nonlocal and nonlinear second-order parabolic equations

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On the Dirichlet problem for second-order elliptic integro-differential equations

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Hölder continuity of solutions of second-order non-linear elliptic integro-differential equations

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Second-order elliptic integro-differential equations: viscosity solutions' theory revisited

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Hölder Continuity of Harmonic Functions with Respect to Operators of Variable Order

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Stability results for Hamilton-Jacobi equations with integro-differential terms and discontinuous Hamiltonians

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Optimal portfolio selection with consumption and nonlinear integro-differential equations with gradient constraint: A viscosity solution approach

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Portfolio optimization in a Lévy market with intertemporal substitution and transaction costs

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Viscosity solutions for a system of integro-PDEs and connections to optimal switching and control of jump-diffusion processes

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Regularity theory for fully nonlinear integro-differential equations

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The Dirichlet problem for some nonlocal diffusion equations.

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User’s guide to viscosity solutions of second order partial differential equations

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Viscosity solutions of Hamilton-Jacobi equations in infinite dimensions. IV: Hamiltonians with unbounded linear terms

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Viscosity solutions of Hamilton-Jacobi equations in infinite dimensions. V: Unbounded linear terms and \(B\)-continuous solutions

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Stochastic Equations in Infinite Dimensions

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Generic Frechet-Differentiability and Perturbed Optimization Problems in Banach Spaces

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Maximum principles for integro-differential parabolic operators

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Existence and regularity results for solutions of second-order, elliptic, integrodifferential operators

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On the regularity of solutions of the Dirichlet problem for elliptic integro-differential operators: A counterexample

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A non-local regularization of first order Hamilton-Jacobi equations

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Viscosity solutions for a class of Hamilton-Jacobi equations in Hilbert spaces

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Optimal control problem associated with jump processes

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Continuous dependence estimates for viscosity solutions of integro-PDEs

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A ``maximum principle for semicontinuous functions'' applicable to integro-partial differential equations

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Diffusion approximation of nuclear space-valued stochastic differential equations driven by Poisson random measures

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The theory of De Giorgi for non-local operators

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A priori estimates for integro-differential operators with measurable kernels

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Perron's method and the method of relaxed limits for ``unbounded'' PDE in Hilbert spaces

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Integro-differential operators associated with diffusion processes with jumps

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Integro-differential equations associated with optimal stopping time of a piecewise-deterministic process

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Perturbations of generalized Mehler semigroups and applications to stochastic heat equations with Levy noise and singular drift

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Viscosity solutions of fully nonlinear second-order equations and optimal stochastic control in infinite dimensions. III: Uniqueness of viscosity solutions for general second-order equations

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On Hölder continuity of solutions of certain integro-differential equations

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On classical solutions of boundary value problems for certain nonlinear integro-differential equations

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Nonlinear potentials of the Cauchy-Dirichlet problem for the integrodifferential Bellman equation

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Lévy-Ornstein-Uhlenbeck transition semigroup as second quantized operator

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Stochastic Partial Differential Equations with Levy Noise

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Pathwise uniqueness for singular SDEs driven by stable processes

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Liouville theorems for non-local operators

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Polar decomposition of positive operators and a problem of crandall and lions

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Equqtions D'Hamilton-Jacobi Du Premier Ordre Avec Termes Intégro-Différentiels

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Holder estimates for solutions of integro differential equations like the fractional laplace

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On the differentiability of the solution to the Hamilton-Jacobi equation with critical fractional diffusion

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Optimal Control with State-Space Constraint. II

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A PDE approach to large deviations in Hilbert spaces

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Large deviations for stochastic PDE with Lévy noise

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Identifiers

zbMATH Open document ID

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10.1007/s11118-011-9271-8

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Mathematics Subject Classification ID

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zbMATH DE Number

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Sitelinks

Mathematics(1 entry)

mardi Publication:1935429

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