Convex viscosity solutions and state constraints

From MaRDI portal
Publication:1357069

DOI10.1016/S0021-7824(97)89952-7zbMath0890.49013OpenAlexW2020367011MaRDI QIDQ1357069

O. Diekmann

Publication date: 16 June 1997

Published in: Journal de Mathématiques Pures et Appliquées. Neuvième Série (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0021-7824(97)89952-7



Related Items

Nonlocal geometric expansion of convex planar curves, Horizontal convex envelope in the Heisenberg group and applications to sub-elliptic equations, Optimal dividend policy in an insurance company with contagious arrivals of claims, Asymptotic Spreading for General Heterogeneous Fisher-KPP Type Equations, A method to convexify functions via curve evolution, Convexity preserving properties for Hamilton-Jacobi equations in geodesic spaces, On convex hulls and pseudoconvex domains generated by \(q\)-plurisubharmonic functions. III., Jensen's inequality for \(g\)-convex function under \(g\)-expectation, A Brunn-Minkowski inequality for the Hessian eigenvalue in three-dimensional convex domain, On a constant rank theorem for nonlinear elliptic PDEs, On the Hessian matrix and Minkowski addition of quasiconvex functions, A microscopic convexity principle for nonlinear partial differential equations, Stochastic differential games with asymmetric information, Boundary value problems with solutions in convex sets, Power- and log-concavity of viscosity solutions to some elliptic Dirichlet problems, A geometric approach for convexity in some variational problem in the Gauss space, Unnamed Item, Concave power solutions of the dominative \(p\)-Laplace equation, A convergence result related to the geometric flow of motion by principal negative curvature, Concavity maximum principle for viscosity solutions of singular equations, Representation, relaxation and convexity for variational problems in Wiener spaces, Power convexity of a class of elliptic equations involving the Hessian operator in a 3-dimensional bounded convex domain, On the Dirichlet and Serrin problems for the inhomogeneous infinity Laplacian in convex domains: regularity and geometric results, Convergent Semi-Lagrangian Methods for the Monge--Ampère Equation on Unstructured Grids, Alexandroff-Bakelman-Pucci estimate and Harnack inequality for degenerate/singular fully non-linear elliptic equations, Uniqueness of the critical point for solutions of some \(p\)-Laplace equations in the plane, Regularity for convex viscosity solutions of special Lagrangian equation, Quasiconvexity preserving property for fully nonlinear nonlocal parabolic equations, Concavity of solutions to semilinear equations in dimension two, A generalization of Caffarelli's contraction theorem via (reverse) heat flow, Parabolic Minkowski convolutions and concavity properties of viscosity solutions to fully nonlinear equations, Power concavity in weakly coupled elliptic and parabolic systems, Concavity properties for solutions to \(p\)-Laplace equations with concave nonlinearities, Properties of solutions to a harmonic-mapping type equation with a Dirichlet boundary condition, A constant rank theorem for spacetime convex solutions of heat equation, Power convexity of solutions to a special Lagrangian equation in dimension two, On the shape of small liquid drops minimizing nonlocal energies, A microscopic convexity principle for spacetime convex solutions of fully nonlinear parabolic equations, The Dynamics of Instability, Interior a priori estimates for supersolutions of fully nonlinear subelliptic equations under geometric conditions, The existence of \(k\)-convex hypersurface with prescribed mean curvature, Geometric properties of superlevel sets of semilinear elliptic equations in convex domains, State-Constraint Static Hamilton--Jacobi Equations in Nested Domains, Convexity and semiconvexity along vector fields, A maximum rank problem for degenerate elliptic fully nonlinear equations, Financing policies via stochastic control: a dynamic programming approach, Parabolic power concavity and parabolic boundary value problems, On Space-Time Quasiconcave Solutions of the Heat Equation, On the microscopic spacetime convexity principle of fully nonlinear parabolic equations. I: Spacetime convex solutions, The valuation of American passport options: a viscosity solution approach, Convexity of solutions and Brunn-Minkowski inequalities for Hessian equations in \(\mathbb{R}^3\), Representations formulas for some differential games with asymmetric information, Constructing convex solutions via Perron's method, Optimal regularity for the convex envelope and semiconvex functions related to supersolutions of fully nonlinear elliptic equations, Combination and mean width rearrangements of solutions to elliptic equations in convex sets, Regularization by noise for stochastic Hamilton-Jacobi equations, Lipschitz continuity and convexity preserving for solutions of semilinear evolution equations in the Heisenberg group, Strong space-time convexity and the heat equation, Semiconvexity of Viscosity Solutions to Fully Nonlinear Evolution Equations via Discrete Games, Convexity of level sets and a two-point function, The convexity of solution of a class Hessian equation in bounded convex domain in \(\mathbb R^3\), Viscosity solutions of integro-differential equations and passport options in a jump-diffusion model, A partial differential equation for the rank one convex envelope, A disutility-based drift control for exchange rates, Weak Harnack inequalities for eigenvalues and constant rank theorems, The Brunn-Minkowski inequality for the principal eigenvalue of fully nonlinear homogeneous elliptic operators, Uniqueness of the Cheeger set of a convex body, Semiconcavity results for constrained optimal control problems in a half-space, A constant rank theorem for solutions of fully nonlinear elliptic equations, Convexity of solutions of parabolic equations, Anisotropic curvature-driven flow of convex sets, On the singularity formation and relaxation to equilibrium in 1D Fokker-Planck model with superlinear drift, Convexity of solutions and \(C^{1,1}\) estimates for fully nonlinear elliptic equations, A $C^1$ regularity result for the inhomogeneous normalized infinity Laplacian, The obstacle problem for the Monge-Ampère equation with the lower obstacle, Brunn-Minkowski inequalities for two functionals involving thep-Laplace operator, Semiconcavity estimates for viscous Hamilton-Jacobi equations, Stochastic ordering by \(g\)-expectations, Continuous-time Markov games with asymmetric information, Stochastic variational formulas for solutions to linear diffusion equations, A uniqueness result for the quasiconvex operator and first order PDEs for convex envelopes, An obstacle problem arising in large exponent limit of power mean curvature flow equation, The obstacle problem for parabolic Monge-Ampère equation, Optimal control of diffusion processes with terminal constraint in law, Regularity of critical points of the volume functional for Lagrangian submanifolds, Quasiconvex functions and nonlinear PDEs, \( G\)-expectation approach to stochastic ordering, Long-time behavior of solutions to Hamilton-Jacobi equations with quadratic gradient term, Concavity of solutions to degenerate elliptic equations on the sphere, An elliptic partial differential equation and its application, Convexity estimates for the solutions of a class of semi-linear elliptic equations, Quadratic \(g\)-convexity, \(C\)-convexity and their relationships, On the strict concavity of the harmonic radius in dimension \(N\geq 3\), Crystalline mean curvature flow of convex sets



Cites Work