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
fully nonlinear and degenerate elliptic integro-partial differential equationsmaximum principle for semicontinuous functionssemicontinuous sub and super solution
Related Items (60)
On fractional and nonlocal parabolic mean field games in the whole space ⋮ Perron's method for nonlocal fully nonlinear equations ⋮ Existence, uniqueness and regularity of solutions to systems of nonlocal obstacle problems related to optimal switching ⋮ The Minimal Entropy Martingale Measure and Numerical Option Pricing for the Barndorff–Nielsen–Shephard Stochastic Volatility Model ⋮ Mixed local and nonlocal elliptic operators: regularity and maximum principles ⋮ Comparison principles for nonlocal Hamilton-Jacobi equations ⋮ Linear theory for a mixed operator with Neumann conditions ⋮ Stability Results for Backward Nonlinear Diffusion Equations with Temporal Coupling Operator of Local and Nonlocal Type ⋮ Regularity results for fully nonlinear parabolic integro-differential operators ⋮ Systems of integro-PDEs with interconnected obstacles and multi-modes switching problem driven by Lévy process ⋮ Uniqueness of viscosity solutions for a class of integro-differential equations ⋮ Finite and infinite speed of propagation for porous medium equations with nonlocal pressure ⋮ Aleksandrov-Bakelman-Pucci maximum principles for a class of uniformly elliptic and parabolic integro-PDE ⋮ Remarks on Schauder estimates and existence of classical solutions for a class of uniformly parabolic Hamilton-Jacobi-Bellman integro-PDEs ⋮ Uniqueness for integro-PDE in Hilbert spaces ⋮ Regularity results for fully nonlinear integro-differential operators with nonsymmetric positive kernels: subcritical case ⋮ Existence-Uniqueness for Nonlinear Integro-differential Equations with Drift in \({\boldsymbol{\mathbb{R}}^{{\textrm{d}}}}\) ⋮ (Non)local logistic equations with Neumann conditions ⋮ A Faber-Krahn inequality for mixed local and nonlocal operators ⋮ Non-linear affine processes with jumps ⋮ An Optimal Control Problem Associated with SDEs Driven by Lévy-Type Processes ⋮ Nonlinear diffusion of dislocation density and self-similar solutions ⋮ Decay rates of convergence for Fokker-Planck equations with confining drift ⋮ Viscosity Solutions for Nonlocal Equations with Space-Dependent Operators ⋮ Regularity for a special case of two-phase Hele-Shaw flow via parabolic integro-differential equations ⋮ Risk minimizing portfolios and HJBI equations for stochastic differential games ⋮ ERROR ESTIMATES FOR A CLASS OF FINITE DIFFERENCE-QUADRATURE SCHEMES FOR FULLY NONLINEAR DEGENERATE PARABOLIC INTEGRO-PDES ⋮ Finite and infinite speed of propagation for porous medium equations with fractional pressure ⋮ On Neumann and oblique derivatives boundary conditions for nonlocal elliptic equations ⋮ Systems of variational inequalities for non-local operators related to optimal switching problems: existence and uniqueness ⋮ Second-order elliptic integro-differential equations: viscosity solutions' theory revisited ⋮ A remark on the definitions of viscosity solutions for the integro-differential equations with Lévy operators ⋮ LIQUIDATION OF A LARGE BLOCK OF STOCK WITH REGIME SWITCHING ⋮ Error estimates for approximate solutions to Bellman equations associated with controlled jump-diffusions ⋮ Semilinear elliptic equations involving mixed local and nonlocal operators ⋮ On nonlocal quasilinear equations and their local limits ⋮ Min-max formulas for nonlocal elliptic operators on Euclidean space ⋮ Stochastic differential equations with polar-decomposed Lévy measures and applications to stochastic optimization ⋮ Relationship between MP and DPP for the stochastic optimal control problem of jump diffusions ⋮ Singular risk-neutral valuation equations ⋮ Stochastic control of SDEs associated with Lévy generators and application to financial optimization ⋮ A non-local regularization of first order Hamilton-Jacobi equations ⋮ Viscosity solutions for a system of integro-PDEs and connections to optimal switching and control of jump-diffusion processes ⋮ On a class of singular stochastic control problems driven by Lévy noise ⋮ Continuous dependence estimates for viscosity solutions of integro-PDEs ⋮ Fractal Hamilton-Jacobi-KPZ equations ⋮ Fractal first-order partial differential equations ⋮ On existence and uniqueness of viscosity solutions for second order fully nonlinear PDEs with Caputo time fractional derivatives ⋮ Block trading: building up a stock position under a regime switching model ⋮ \(G\)-Lévy processes under sublinear expectations ⋮ Existence and uniqueness of viscosity solutions for QVI associated with impulse control of jump-diffusions ⋮ Stochastic representations for solutions to parabolic Dirichlet problems for nonlocal Bellman equations ⋮ Nonlinear Lévy processes and their characteristics ⋮ Homogenization of a Class of Integro-Differential Equations with Lévy Operators ⋮ Viscosity solutions to Hamilton-Jacobi-Bellman equations associated with sublinear L\'evy(-type) processes ⋮ Existence and Uniqueness of Viscosity Solutions of an Integro-differential Equation Arising in Option Pricing ⋮ Monotone systems involving variable-order nonlocal operators ⋮ Coupling Lévy measures and comparison principles for viscosity solutions ⋮ Min-max formulas for nonlocal elliptic operators ⋮ Fractional 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