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

DOI10.1007/BF02336537MaRDI QIDQ1901209zbMATH OpenFDO

Authors R. Mikulevicius, Henrikas Pragarauskas

Publication date 7 November 1995

Published in Lithuanian Mathematical Journal (Search for Journal in Brave)

zbMATH Keywords

Bellman equationcontrolled stochastic processesDirichlet and Neumann boundary value problemsnonlinear convex parabolic integro-differential equations of second order

Mathematics Subject Classification ID

Integro-partial differential equations (45K05) Other nonlinear integral equations (45G10) Martingales and classical analysis (60G46)

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• scientific article; zbMATH DE number 775008 (Why is no real title available?)
• Diffusion processes with boundary conditions
• Existence and regularity results for solutions of second-order, elliptic, integrodifferential operators
• UNIMPROVABILITY OF ESTIMATES OF HÖLDER CONSTANTS FOR SOLUTIONS OF LINEAR ELLIPTIC EQUATIONS WITH MEASURABLE COEFFICIENTS

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(17)

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• Existence of \(C^\alpha \) solutions to integro-PDEs
• Remarks on Schauder estimates and existence of classical solutions for a class of uniformly parabolic Hamilton-Jacobi-Bellman integro-PDEs
• Nonlinear integroparabolic equations on unbounded domains: existence of classical solutions with special properties
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• Viscosity solutions of path-dependent integro-differential equations
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• Regularity theory for second order integro-PDEs
• The classical solutions for nonlinear parabolic integrodifferential equations
• An analytic approach to purely nonlocal Bellman equations arising in models of stochastic control
• The Evans-Krylov theorem for nonlocal parabolic fully nonlinear equations
• Fully nonlinear stochastic and rough PDEs: classical and viscosity solutions
• Nonlinear potentials of the Cauchy-Dirichlet problem for the integrodifferential Bellman equation
• Existence of classical solutions for initial boundary value problems for nonlinear dispersive equations of odd-orders

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