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)

Full work available at URL https://doi.org/10.1007/BF02336537

zbMATH Keywords

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

Mathematics Subject Classification ID

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

Review text

The authors consider nonlinear convex parabolic integro-differential equations of second order. The solvability of the Dirichlet and Neumann boundary value problems in the class of functions \(C^{2+\alpha}\) are proved using methods of the theory of stochastic processes. Applications to the Bellman equation arising in the theory of controlled stochastic processes are given.

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Cites work

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Cited in

(17)

• The classical solutions for nonlinear parabolic integrodifferential equations
• Nonlinear potentials of the Cauchy-Dirichlet problem for the integrodifferential Bellman equation
• Uniqueness for integro-PDE in Hilbert spaces
• The Evans-Krylov theorem for nonlocal parabolic fully nonlinear equations
• Regularity theory for second order integro-PDEs
• Fully nonlinear stochastic and rough PDEs: classical and viscosity solutions
• 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
• scientific article; zbMATH DE number 6493379 (Why is no real title available?)
• scientific article; zbMATH DE number 6990 (Why is no real title available?)
• scientific article; zbMATH DE number 52505 (Why is no real title available?)
• scientific article; zbMATH DE number 775008 (Why is no real title available?)
• Existence of classical solutions for initial boundary value problems for nonlinear dispersive equations of odd-orders
• The Evans-Krylov theorem for nonlocal fully nonlinear equations
• Viscosity solutions of path-dependent integro-differential equations
• An analytic approach to purely nonlocal Bellman equations arising in models of stochastic control

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