User’s guide to viscosity solutions of second order partial differential equations
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Publication:4016740
Oscillation, zeros of solutions, mean value theorems, etc. in context of PDEs (35B05) Maximum principles in context of PDEs (35B50) Nonlinear elliptic equations (35J60) Singular perturbations in context of PDEs (35B25) Nonlinear first-order PDEs (35F20) Boundary value problems for second-order elliptic equations (35J25) Initial value problems for second-order parabolic equations (35K15) Initial-boundary value problems for second-order parabolic equations (35K20) Nonlinear parabolic equations (35K55) Degenerate parabolic equations (35K65) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25)
Abstract: The notion of viscosity solutions of scalar fully nonlinear partial differential equations of second order provides a framework in which startling comparison and uniqueness theorems, existence theorems, and theorems about continuous dependence may now be proved by very efficient and striking arguments. The range of important applications of these results is enormous. This article is a self-contained exposition of the basic theory of viscosity solutions.
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- Hamilton-Jacobi Equations with State Constraints
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- Hamilton-Jacobi equations and synthesis of nonlinear control processes in Hilbert spaces
- Hopf Formula and Multitime Hamilton-Jacobi Equations
- Hölder gradient estimates for fully nonlinear elliptic equations
- Integro-differential operators associated with diffusion processes with jumps
- Interior a priori estimates for solutions of fully nonlinear equations
- Interior gradient bounds for the mean curvature equation by viscosity solutions methods
- Jeux différentiels et approximation numérique de fonctions valeur. 2e partie : étude numérique
- Majorization of solutions of second-order linear equations
- Max-min representations and product formulas for the viscosity solutions of Hamilton-Jacobi equations with applications to differential games
- Maximal solutions and universal bounds for some partial differential equations of evolution
- Motion of level sets by mean curvature. I
- Neumann type boundary conditions for Hamilton-Jacobi equations
- Nonlinear elliptic equations with singular boundary conditions and stochastic control with state constraints. I: The model problem
- On Hopf's formulas for solutions of Hamilton-Jacobi equations
- On an Investment-Consumption Model with Transaction Costs
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- The Neumann Problem for Nonlinear Second Order Singular Perturbation Problems
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Cited in
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- Viscosity solutions to inhomogeneous Aronsson's equations involving Hamiltonians \(\langle A(x)p,p\rangle \)
- Convergence of Markov chain approximation on generalized HJB equation and its applications
- Viscosity solutions with shocks
- On the existence of viscosity solutions for the parabolic differential-functional Cauchy problem
- Parabolic power concavity and parabolic boundary value problems
- Convergence of deterministic growth models
- Hölder regularity for the gradient of the inhomogeneous parabolic normalized \(p\)-Laplacian
- Ky-Fan and Sion theorems for the lexicographic order and applications to vectorial games and min-max control problems
- An Overview of Viscosity Solutions of Path-Dependent PDEs
- Singular solutions of Hessian fully nonlinear elliptic equations
- A Hamilton-Jacobi approach for front propagation in kinetic equations
- The obstacle problem for conformal metrics on compact Riemannian manifolds
- The viscosity solutions approach to swing options pricing under a regime-switching mean-reverting model
- Remarks on the generalized Cauchy-Dirichlet problem for graph mean curvature flow with driving force
- Extension of mathematical morphology in Riemannian spaces
- Large solutions to the \(p\)-Laplacian for large \(p\)
- Existence, uniqueness, and asymptotic behavior for nonlocal parabolic problems with dominating gradient terms
- Equivalence of solutions of eikonal equation in metric spaces
- Ergodic pairs for singular or degenerate fully nonlinear operators
- Forward-backward stochastic differential equation with subdifferential operator and associated variational inequality
- Explicit singular viscosity solutions of the Aronsson equation
- Neumann homogenization via integro-differential operators. II: Singular gradient dependence
- Large time behavior of solutions to parabolic equations with Neumann boundary conditions
- Central limit theorem under uncertain linear transformations
- Finite and infinite speed of propagation for porous medium equations with fractional pressure
- Beckmann-type problem for degenerate Hamilton-Jacobi equations
- Constrained viscosity solution to the HJB equation arising in perpetual American employee stock options pricing
- Path-dependent optimal stochastic control and viscosity solution of associated Bellman equations
- A semi-Lagrangian scheme for a degenerate second order mean field game system
- The adapted solution and comparison theorem for backward stochastic differential equations with Poisson jumps and applications
- Piecewise constant policy approximations to Hamilton-Jacobi-Bellman equations
- On the differentiability of the solutions of non-local Isaacs equations involving \(\frac{1}{2}\)-Laplacian
- Optimal consumption of the stochastic Ramsey problem for non-Lipschitz diffusion
- Asymptotics for optimal controls for horizontal mean curvature flow
- Forward and backward stochastic differential equations with normal constraints in law
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- Existence and regularity results for fully nonlinear equations with singularities
- Optimal investment-consumption problem: post-retirement with minimum guarantee
- Explicit solutions for continuous time mean-variance portfolio selection with nonlinear wealth equations
- The game theoretic \(p\)-Laplacian and semi-supervised learning with few labels
- Infinite horizon stochastic optimal control problems with running maximum cost
- Obstacle problems for nonlocal operators
- Pluriharmonics in general potential theories
- Convergence \& rates for Hamilton-Jacobi equations with Kirchoff junction conditions
- Multiperiod mean conditional value at risk asset allocation: is it advantageous to be time consistent?
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- A new proof of central limit theorem for i.i.d. random variables
- Semiconcavity estimates for viscous Hamilton-Jacobi equations
- An ordered upwind method with precomputed stencil and monotone node acceptance for solving static convex Hamilton-Jacobi equations
- Viscosity solutions of fully nonlinear parabolic path dependent PDEs. I.
- Direct characterization of the value of super-replication under stochastic volatility and portfolio constraints.
- Positive radial solutions to a {\` semilinear\'} equation involving the Pucci's operator
- Generalised morphological image diffusion
- Viscosity convex functions on Carnot groups
- Zero-sum stochastic differential games without the Isaacs condition: random rules of priority and intermediate Hamiltonians
- A comparison principle for Hamilton-Jacobi equations related to controlled gradient flows in infinite dimensions
- Formation of singularities for viscosity solutions of hamilton—jacobi equations in higher dimensions
- Asymptotic approximation of optimal portfolio for small time horizons
- The measurable viscosity solutions for fully nonlinear elliptic equations
- Hedging with physical or cash settlement under transient multiplicative price impact
- Optimal reinsurance and dividend under model uncertainty
- Existence of entire solutions to the Lagrangian mean curvature equations in supercritical phase
- Stochastic differential games involving impulse controls
- Monotone meshfree methods for linear elliptic equations in non-divergence form via nonlocal relaxation
- Semidiscrete shocks for the full velocity difference model
- Lower bounds for the first eigenvalue of the Laplacian on Kähler manifolds
- A classical Perron method for existence of smooth solutions to boundary value and obstacle problems for degenerate-elliptic operators via holomorphic maps
- Numerical solution of a regularized weighted mean curvature flow problem for electrical conductivity imaging
- Viscosity solutions of fully nonlinear parabolic path dependent PDEs. II
- Regularity for solutions of fully nonlinear elliptic equations with nonhomogeneous degeneracy
- On \(L^p\)-viscosity solutions of parabolic bilateral obstacle problems with unbounded ingredients
- Mean viability theorems and second-order Hamilton-Jacobi equations
- The evolution problem associated with the fractional first eigenvalue
- Consistency of Lipschitz learning with infinite unlabeled data and finite labeled data
- Explicit subsolutions and a Liouville theorem for fully nonlinear uniformly elliptic inequalities in halfspaces
- Stochastic homogenization of fully nonlinear uniformly elliptic equations revisited
- Mean value property for \(p\)-harmonic functions
- A remark on the existence of viscosity solutions for quasilinear elliptic equations
- Convergent semi-explicit scheme to a non-linear eikonal system
- Viscosity solutions to the infinity Laplacian equation with strong absorptions
- Comparison of mean variance like strategies for optimal asset allocation problems
- Dirichlet problem for the implicit obstacle problems
- Rates of convergence for the continuum limit of nondominated sorting
- Viscosity solutions for geodesic active contour under geometrical conditions
- Doubly reflected generalized BSDEs with jumps and an obstacle problem of parabolic IPDEs with nonlinear Neumann boundary conditions
- Lagrangian, game theoretic, and PDE methods for averaging G-equations in turbulent combustion: existence and beyond
- A bifurcation phenomenon in a singularly perturbed two-phase free boundary problem of phase transition
- A semi-Lagrangian \(\epsilon\)-monotone Fourier method for continuous withdrawal GMWBs under jump-diffusion with stochastic interest rate
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