Uniqueness for integro-PDE in Hilbert spaces
From MaRDI portal
Publication:1935429
DOI10.1007/S11118-011-9271-8zbMATH Open1257.49026OpenAlexW2025170217MaRDI QIDQ1935429FDOQ1935429
Authors: Andrzej Świȩch, Jerzy Zabczyk 
Publication date: 15 February 2013
Published in: Potential Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11118-011-9271-8
Recommendations
- Integro-PDE in Hilbert spaces: existence of viscosity solutions
- Viscosity solutions for a class of Hamilton-Jacobi equations in Hilbert spaces
- 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
- scientific article; zbMATH DE number 696902
- Viscosity solutions of Hamilton-Jacobi equations in infinite dimensions. V: Unbounded linear terms and \(B\)-continuous solutions
Hilbert spaceHamilton-Jacobi-Bellman equationviscosity solutionsintegro-PDEstochastic PDELévy process
Processes with independent increments; Lévy processes (60G51) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Integro-partial differential equations (35R09) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25) PDEs on infinite-dimensional (e.g., function) spaces (= PDEs in infinitely many variables) (35R15)
Cites Work
- Title not available (Why is that?)
- Stochastic Equations in Infinite Dimensions
- Title not available (Why is that?)
- A non-local regularization of first order Hamilton-Jacobi equations
- Continuous dependence estimates for viscosity solutions of integro-PDEs
- Regularity theory for fully nonlinear integro-differential equations
- Equqtions D'Hamilton-Jacobi Du Premier Ordre Avec Termes Intégro-Différentiels
- User’s guide to viscosity solutions of second order partial differential equations
- On the Dirichlet problem for second-order elliptic integro-differential equations
- Holder estimates for solutions of integro differential equations like the fractional laplace
- On the differentiability of the solution to the Hamilton-Jacobi equation with critical fractional diffusion
- Viscosity solutions for a system of integro-PDEs and connections to optimal switching and control of jump-diffusion processes
- Second-order elliptic integro-differential equations: viscosity solutions' theory revisited
- A priori estimates for integro-differential operators with measurable kernels
- 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
- Backward stochastic differential equations and integral-partial differential equations
- Title not available (Why is that?)
- Stochastic Partial Differential Equations with Levy Noise
- Hölder continuity of solutions of second-order non-linear elliptic integro-differential equations
- Bellman's inclusions and excessive measures
- Nonlinear integro-differential evolution problems arising in option pricing: a viscosity solutions approach.
- Viscosity solutions of nonlinear integro-differential equations
- Optimal control problem associated with jump processes
- Optimal Control with State-Space Constraint. II
- Title not available (Why is that?)
- Title not available (Why is that?)
- Portfolio optimization in a Lévy market with intertemporal substitution and transaction costs
- A new definition of viscosity solutions for a class of second-order degenerate elliptic integro-differential equations
- Viscosity solutions for a class of Hamilton-Jacobi equations in Hilbert spaces
- Pathwise uniqueness for singular SDEs driven by stable processes
- Non-linear degenerate integro-partial differential evolution equations related to geometric Lévy processes and applications to backward stochastic differential equations
- Diffusion approximation of nuclear space-valued stochastic differential equations driven by Poisson random measures
- Perturbations of generalized Mehler semigroups and applications to stochastic heat equations with Levy noise and singular drift
- Viscosity solutions of Hamilton-Jacobi equations in infinite dimensions. IV: Hamiltonians with unbounded linear terms
- Title not available (Why is that?)
- Polar decomposition of positive operators and a problem of crandall and lions
- Lévy-Ornstein-Uhlenbeck transition semigroup as second quantized operator
- Large deviations for stochastic PDE with Lévy noise
- Liouville theorems for non-local operators
- On the infinitesimal generators of Ornstein-Uhlenbeck processes with jumps in Hilbert space
- Hölder Continuity of Harmonic Functions with Respect to Operators of Variable Order
- Viscosity solutions of Hamilton-Jacobi equations in infinite dimensions. V: Unbounded linear terms and \(B\)-continuous solutions
- Stability results for Hamilton-Jacobi equations with integro-differential terms and discontinuous Hamiltonians
- A ``maximum principle for semicontinuous functions applicable to integro-partial differential equations
- Fractional semi-linear parabolic equations with unbounded data
- The theory of De Giorgi for non-local operators
- The Dirichlet problem for some nonlocal diffusion equations.
- Title not available (Why is that?)
- On the uniqueness of a solution to the Bellman equation in Sobolev's classes
- Generic Frechet-Differentiability and Perturbed Optimization Problems in Banach Spaces
- On Hölder continuity of solutions of certain integro-differential equations
- Existence and regularity results for solutions of second-order, elliptic, integrodifferential operators
- Uniqueness results for nonlocal Hamilton-Jacobi equations
- Optimal portfolio selection with consumption and nonlinear integro-differential equations with gradient constraint: A viscosity solution approach
- A PDE approach to large deviations in Hilbert spaces
- On classical solutions of boundary value problems for certain nonlinear integro-differential equations
- An analytic approach to purely nonlocal Bellman equations arising in models of stochastic control
- Existence of weak solutions for general nonlocal and nonlinear second-order parabolic equations
- Maximum principles for integro-differential parabolic operators
- Integro-differential operators associated with diffusion processes with jumps
- Existence, uniqueness and regularity for nonlinear parabolic equations with nonlocal terms
- Quasi-Variational Inequalities with Dirichlet Boundary Condition Related to Exit Time Problems for Impulse Control
- Perron's method and the method of relaxed limits for ``unbounded PDE in Hilbert spaces
- Title not available (Why is that?)
- On the regularity of solutions of the Dirichlet problem for elliptic integro-differential operators: A counterexample
- Integro-differential equations associated with optimal stopping time of a piecewise-deterministic process
- Nonlinear potentials of the Cauchy-Dirichlet problem for the integrodifferential Bellman equation
- On Cauchy-Dirichlet problem for linear integro-differential equation in weighted Sobolev spaces
Cited In (7)
- Perron's method and the method of relaxed limits for ``unbounded PDE in Hilbert spaces
- Uniqueness of the partial integro-differential equations
- Title not available (Why is that?)
- Optimal control of infinite-dimensional piecewise deterministic Markov processes: a BSDE approach. Application to the control of an excitable cell membrane
- BSDE representation and randomized dynamic programming principle for stochastic control problems of infinite-dimensional jump-diffusions
- Integro-PDE in Hilbert spaces: existence of viscosity solutions
- Upper Envelopes of Families of Feller Semigroups and Viscosity Solutions to a Class of Nonlinear Cauchy Problems
This page was built for publication: Uniqueness for integro-PDE in Hilbert spaces
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1935429)
