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

From MaRDI portal
Publication:2433289

DOI10.1007/s00030-005-0031-6zbMath1105.45006OpenAlexW2110047069MaRDI QIDQ2433289

Kenneth Hvistendahl Karlsen, Espen R. Jakobsen

Publication date: 27 October 2006

Published in: NoDEA. Nonlinear Differential Equations and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00030-005-0031-6




Related Items (60)

On fractional and nonlocal parabolic mean field games in the whole spacePerron's method for nonlocal fully nonlinear equationsExistence, uniqueness and regularity of solutions to systems of nonlocal obstacle problems related to optimal switchingThe Minimal Entropy Martingale Measure and Numerical Option Pricing for the Barndorff–Nielsen–Shephard Stochastic Volatility ModelMixed local and nonlocal elliptic operators: regularity and maximum principlesComparison principles for nonlocal Hamilton-Jacobi equationsLinear theory for a mixed operator with Neumann conditionsStability Results for Backward Nonlinear Diffusion Equations with Temporal Coupling Operator of Local and Nonlocal TypeRegularity results for fully nonlinear parabolic integro-differential operatorsSystems of integro-PDEs with interconnected obstacles and multi-modes switching problem driven by Lévy processUniqueness of viscosity solutions for a class of integro-differential equationsFinite and infinite speed of propagation for porous medium equations with nonlocal pressureAleksandrov-Bakelman-Pucci maximum principles for a class of uniformly elliptic and parabolic integro-PDERemarks on Schauder estimates and existence of classical solutions for a class of uniformly parabolic Hamilton-Jacobi-Bellman integro-PDEsUniqueness for integro-PDE in Hilbert spacesRegularity results for fully nonlinear integro-differential operators with nonsymmetric positive kernels: subcritical caseExistence-Uniqueness for Nonlinear Integro-differential Equations with Drift in \({\boldsymbol{\mathbb{R}}^{{\textrm{d}}}}\)(Non)local logistic equations with Neumann conditionsA Faber-Krahn inequality for mixed local and nonlocal operatorsNon-linear affine processes with jumpsAn Optimal Control Problem Associated with SDEs Driven by Lévy-Type ProcessesNonlinear diffusion of dislocation density and self-similar solutionsDecay rates of convergence for Fokker-Planck equations with confining driftViscosity Solutions for Nonlocal Equations with Space-Dependent OperatorsRegularity for a special case of two-phase Hele-Shaw flow via parabolic integro-differential equationsRisk minimizing portfolios and HJBI equations for stochastic differential gamesERROR ESTIMATES FOR A CLASS OF FINITE DIFFERENCE-QUADRATURE SCHEMES FOR FULLY NONLINEAR DEGENERATE PARABOLIC INTEGRO-PDESFinite and infinite speed of propagation for porous medium equations with fractional pressureOn Neumann and oblique derivatives boundary conditions for nonlocal elliptic equationsSystems of variational inequalities for non-local operators related to optimal switching problems: existence and uniquenessSecond-order elliptic integro-differential equations: viscosity solutions' theory revisitedA remark on the definitions of viscosity solutions for the integro-differential equations with Lévy operatorsLIQUIDATION OF A LARGE BLOCK OF STOCK WITH REGIME SWITCHINGError estimates for approximate solutions to Bellman equations associated with controlled jump-diffusionsSemilinear elliptic equations involving mixed local and nonlocal operatorsOn nonlocal quasilinear equations and their local limitsMin-max formulas for nonlocal elliptic operators on Euclidean spaceStochastic differential equations with polar-decomposed Lévy measures and applications to stochastic optimizationRelationship between MP and DPP for the stochastic optimal control problem of jump diffusionsSingular risk-neutral valuation equationsStochastic control of SDEs associated with Lévy generators and application to financial optimizationA non-local regularization of first order Hamilton-Jacobi equationsViscosity solutions for a system of integro-PDEs and connections to optimal switching and control of jump-diffusion processesOn a class of singular stochastic control problems driven by Lévy noiseContinuous dependence estimates for viscosity solutions of integro-PDEsFractal Hamilton-Jacobi-KPZ equationsFractal first-order partial differential equationsOn existence and uniqueness of viscosity solutions for second order fully nonlinear PDEs with Caputo time fractional derivativesBlock trading: building up a stock position under a regime switching model\(G\)-Lévy processes under sublinear expectationsExistence and uniqueness of viscosity solutions for QVI associated with impulse control of jump-diffusionsStochastic representations for solutions to parabolic Dirichlet problems for nonlocal Bellman equationsNonlinear Lévy processes and their characteristicsHomogenization of a Class of Integro-Differential Equations with Lévy OperatorsViscosity solutions to Hamilton-Jacobi-Bellman equations associated with sublinear L\'evy(-type) processesExistence and Uniqueness of Viscosity Solutions of an Integro-differential Equation Arising in Option PricingMonotone systems involving variable-order nonlocal operatorsCoupling Lévy measures and comparison principles for viscosity solutionsMin-max formulas for nonlocal elliptic operatorsFractional filter method for recovering the historical distribution for diffusion equations with coupling operator of local and nonlocal type




This page was built for publication: A ``maximum principle for semicontinuous functions applicable to integro-partial differential equations