User’s guide to viscosity solutions of second order partial differential equations
DOI10.1090/S0273-0979-1992-00266-5zbMATH Open0755.35015arXivmath/9207212OpenAlexW2032316144WikidataQ57256871 ScholiaQ57256871MaRDI QIDQ4016740FDOQ4016740
Authors: Hitoshi Ishii, P.-L. Lions, Michael G. Crandall
Publication date: 16 January 1993
Published in: Bulletin of the American Mathematical Society (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/math/9207212
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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)
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- Discontinuous solutions of deterministic optimal stopping time problems
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- The perturbed test function method for viscosity solutions of nonlinear PDE
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- FIRST ORDER QUASILINEAR EQUATIONS IN SEVERAL INDEPENDENT VARIABLES
- Comparison principle for Dirichlet-type Hamilton-Jacobi equations and singular perturbations of degenerated elliptic equations
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- Remarks on elliptic singular perturbation problems
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- A Simple, Direct Proof of Uniqueness for Solutions of the Hamilton-Jacobi Equations of Eikonal Type
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- Phase transitions and generalized motion by mean curvature
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- Uniqueness and existence of viscosity solutions of generalized mean curvature flow equations
- Motion of level sets by mean curvature. I
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- On uniqueness and existence of viscosity solutions of fully nonlinear second-order elliptic PDE's
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- The relation between the porous medium and the eikonal equations in several space dimensions
- A Viscosity Solutions Approach to Shape-From-Shading
- The maximum principle for viscosity solutions of fully nonlinear second order partial differential equations
- Regularity results for first order Hamilton-Jacobi equations
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- On an Investment-Consumption Model with Transaction Costs
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- Perron's method for Hamilton-Jacobi equations
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- Generalized one-sided estimates for solutions of Hamilton-Jacobi equations and applications
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- Neumann type boundary conditions for Hamilton-Jacobi equations
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- Differential games with maximum cost
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- SOME NEW RESULTS IN THE THEORY OF CONTROLLED DIFFUSION PROCESSES
- On existence and uniqueness of solutions of Hamilton-Jacobi equations
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- Viscosity Solutions for Weakly Coupled Systems of Hamilton-Jacobi Equations
- Semidifferentials, quadratic forms and fully nonlinear elliptic equations of second order
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- On oblique derivative problems for fully nonlinear second-order elliptic PDE's on domains with corners
- A Remark on Bony Maximum Principle
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- The Dynamic Programming Equation for the Time-Optimal Control Problem in Infinite Dimensions
- Equqtions D'Hamilton-Jacobi Du Premier Ordre Avec Termes Intégro-Différentiels
- Wavefront propagation for reaction-diffusion systems of PDE
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- On the twice differentiability of viscosity solutions of nonlinear elliptic equations
- On the rate of convergence of solutions in singular perturbation problems
- Regularizing effects for first-order hamilton-jacobi equations
- Exit Time Problems in Optimal Control and Vanishing Viscosity Method
- Optimal control of diffustion processes and hamilton-jacobi-bellman equations part I: the dynamic programming principle and application
- Remarks on the existence and uniqueness of unbounded viscosity solutions of Hamilton-Jacobi equations
- Viscosity Solutions of Hamilton-Jacobi Equations at the Boundary
- A boundary-value problem for Hamilton-Jacobi equations in Hilbert spaces
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- The maximum principle for semicontinuous functions
- Existence and uniqueness for viscosity solutions of degenerate quasilinear elliptic equations in rn
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- Interior gradient bounds for the mean curvature equation by viscosity solutions methods
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- Eponential Decay To Stable States In Phase Transitions Via A Double Log–Transformation
- Quadratic growth of solutions of fully nonlinear second order equations in \({\mathbb{R}{}}^ n\)
- Existence of viscosity solutions of Hamilton-Jacobi equations
- Jeux différentiels et approximation numérique de fonctions valeur. 2e partie : étude numérique
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- Existence and uniqueness of unbounded viscosity solutions of parabolic equations with discontinuous time-dependence
- Remarks on Hamilton-Jacobi equations with measurable time-dependent Hamiltonians
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- Comparison principle for singular degenerate elliptic equations on unbounded domains
- Uniqueness of viscosity solutions of Hamilton-Jacobi equations revisited
- Perturbed Dynamical Systems with an Attracting Singularity and Weak Viscosity Limits in Hamilton-Jacobi Equations
- The Neumann Problem for Nonlinear Second Order Singular Perturbation Problems
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- On oblique derivative problems for fully nonlinear second-order elliptic partial differential equations on nonsmooth domains
- Fully nonlinear Neumann type boundary conditions for first-order Hamilton–Jacobi equations
- Global Existence of Weak Solutions for Interface Equations Coupled with Diffusion Equations
- On the Hamilton-Jacobi-Bellmann equations in Banach spaces
- Uniqueness of viscosity solutions of fully nonlinear second order parabolic equations with discontinuous time-dependence
- The Pontryagin Maximum Principle From Dynamic Programming and Viscosity Solutions to First-Order Partial Differential Equations
- The necessary conditions for optimal control in Hilbert spaces
- Front propagation for reaction-diffusion equations of bistable type
- Viscosity solutions for weakly coupled systems of first-order partial differential equations
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- Integro-differential operators associated with diffusion processes with jumps
- Representation of solutions of Hamilton-Jacobi equations
- Existence results for first order Hamilton Jacobi equations
- Generalized viscosity solutions for Hamilton-Jacobi equations with time- measurable Hamiltonians
- Fully nonlinear oblique derivative problems for nonlinear second-order elliptic PDE's
- A Stochastic Control Approach to the Pricing of Options
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- Hamilton-Jacobi equations and nonlinear control problems
- Optimal Control and Semicontinuous Viscosity Solutions
- Uniqueness conditions and estimates for the solution of the Dirichlet problem
- Remarques sur des résultats d'existence pour les équations de Hamilton-Jacobi du premier ordre
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- Majorization of solutions of second-order linear equations
- A remark on a system of inequalities with bilateral obstacles
- An asymptotic formula for solutions of Hamilton- Jacobi-Bellman equations
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- A uniqueness result for the semigroup associated with the Hamilton- Jacobi-Bellman operator
- Hamilton-Jacobi equations and synthesis of nonlinear control processes in Hilbert spaces
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- A Remark About Viscosity Solutions of Hamilton-Jacobi Equations at the Boundary
- Viscosity solutions associated with switching game for piecewise-deterministic processes
- A Regularity Result for Viscosity Solutions of Hamilton-Jacobi Equations in One Space Dimensions
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Cited In (only showing first 100 items - show all)
- Regularity for solutions of fully nonlinear elliptic equations with nonhomogeneous degeneracy
- On the General Notion of Fully Nonlinear Second-Order Elliptic Equations
- A tour of the theory of absolutely minimizing functions
- Regularity for the fully nonlinear dead-core problem
- Neumann homogenization via integro-differential operators
- Continuous-time limit of dynamic games with incomplete information and a more informed player
- \(W^{2,p}\) estimates for solutions to asymptotically elliptic equations in nondivergence form
- The shape of expansion induced by a line with fast diffusion in Fisher-KPP equations
- Extensions of the Cav(u) Theorem for Repeated Games with Incomplete Information on One Side
- Optimal transportation under controlled stochastic dynamics
- Geometric approach to nonvariational singular elliptic equations
- Stochastic homogenization of Hamilton-Jacobi and degenerate Bellman equations in unbounded environments
- A BSDE approach to stochastic differential games with incomplete information
- Non-local gradient dependent operators
- The obstacle problem for a class of hypoelliptic ultraparabolic equations
- Optimal control of stochastic functional differential equations with a bounded memory
- Regularity for Fully Nonlinear Elliptic Equations with Neumann Boundary Data
- \(C^{2,\alpha}\) estimates for nonlinear elliptic equations in complex and almost complex geometry
- Geometric methods of complex analysis. Abstracts from the workshop held April 10--16, 2011.
- On the splitting-up method for rough (partial) differential equations
- Long time asymptotics for fully nonlinear Bellman equations: a backward SDE approach
- Some qualitative properties for geometric flows and its Euler implicit discretization
- The first nontrivial eigenvalue for a system of \(p\)-Laplacians with Neumann and Dirichlet boundary conditions
- Entire solutions of fully nonlinear elliptic equations with a superlinear gradient term
- On the inequality \(F(x,D^2u)\geq f(u) +g(u)| Du|^q\)
- The limit as \({p\to\infty}\) in the eigenvalue problem for a system of \(p\)-Laplacians
- Nonlinear diffusion of dislocation density and self-similar solutions
- A (rough) pathwise approach to a class of non-linear stochastic partial differential equations
- Monotone and consistent discretization of the Monge-Ampère operator
- Estimates for \(p\)-harmonic functions vanishing on a flat
- Option hedging for small investors under liquidity costs
- A note on the Liouville method applied to elliptic eventually degenerate fully nonlinear equations governed by the Pucci operators and the Keller-Osserman condition
- Backward SDEs with superquadratic growth
- Mean-field backward stochastic differential equations and related partial differential equations
- Hausdorff measure estimates and Lipschitz regularity in inhomogeneous nonlinear free boundary problems
- Potential theory on almost complex manifolds
- On the growth of positive entire solutions of elliptic PDEs and their gradients
- Nonlinear monotone semigroups and viscosity solutions
- Regularity results and large time behavior for integro-differential equations with coercive Hamiltonians
- A double obstacle problem arising in differential game theory
- Comparison principle for unbounded viscosity solutions of degenerate elliptic PDEs with gradient superlinear terms
- Obstacle problems and maximal operators
- The method of characteristics for Hamilton-Jacobi equations and applications to dynamical optimization
- Uniqueness of viscosity solutions for a class of integro-differential equations
- Uniqueness of solutions to degenerate elliptic problems with unbounded coefficients
- Viscosity solutions of uniformly elliptic equations without boundary and growth conditions at infinity
- Level set methods: An overview and some recent results
- Differentiability properties for a class of non-convex functions
- Weak Harnack inequality for fully nonlinear uniformly elliptic PDE with unbounded ingredients
- Solvability of uniformly elliptic fully nonlinear PDE
- The Neumann problem for the \(\infty\)-Laplacian and the Monge--Kantorovich mass transfer problem
- Viscosity solutions to second order partial differential equations on Riemannian manifolds
- \(p(x)\)-harmonic functions with unbounded exponent in a subdomain
- Steklov eigenvalues for the \(\infty\)-Laplacian
- A game theoretical approximation for solutions to nonlinear systems with obstacle-type equations
- Viscosity solutions to degenerate complex monge-ampère equations
- A viscosity approach to the Dirichlet problem for complex Monge-Ampère equations
- On the free boundary associated with the stationary Monge-Ampère operator on the set of non strictly convex functions
- Stochastic optimization theory of backward stochastic differential equations with jumps and viscosity solutions of Hamilton-Jacobi-Bellman equations
- The behaviour of the \(p(x)\)-Laplacian eigenvalue problem as \(p(x)\rightarrow \infty \)
- Viscosity solutions to parabolic complex Monge-Ampère equations
- Viscosity solutions to quaternionic Monge-Ampère equations
- A viscosity approach to degenerate complex Monge-Ampère equations
- Nonexistence of positive supersolutions of elliptic equations via the maximum principle
- Liquidity in a binomial market
- Regularity properties for \(p\)-dead core problems and their asymptotic limit as \(p\rightarrow \infty\)
- Shape-from-shading, viscosity solutions and edges
- Solution of nonlinear curvature driven evolution of plane convex curves
- Galerkin approximations of the generalized Hamilton-Jacobi-Bellman equation
- Regularity properties of viscosity solutions of a non-Hörmander degenerate equation
- Existence of solutions to fully nonlinear elliptic equations with gradient nonlinearity
- Nonsmooth analysis and Hamilton--Jacobi equations on Riemannian manifolds
- On the higher eigenvalues for the \(\infty\)-eigenvalue problem
- Regularity of supersolutions
- Conformal curvature flows: from phase transitions to active vision
- Optimal stock selling/buying strategy with reference to the ultimate average
- Generalized motion of noncompact hypersurfaces with velocity having arbitrary growth on the curvature tensor
- Backward stochastic differential equations coupled with value function and related optimal control problems
- Qualitative properties of trajectories of control systems: a survey
- Large time behavior for some nonlinear degenerate parabolic equations
- Finite difference methods for the infinity Laplace and \(p\)-Laplace equations
- The Neumann eigenvalue problem for the \(\infty\)-Laplacian
- Singular perturbation method for inhomogeneous nonlinear free boundary problems
- Markov games with frequent actions and incomplete information -- the limit case
- Anti-periodic solutions for fully nonlinear first-order differential equations
- Convexity of solutions of parabolic equations
- Stochastic Perron's method and verification without smoothness using viscosity comparison: the linear case
- A class of integral equations and approximation of \(p\)-Laplace equations
- Regularity for the nonlinear Signorini problem
- Worst-case portfolio optimization with proportional transaction costs
- Existence and uniqueness of viscosity solutions for a degenerate parabolic equation associated with the infinity-Laplacian
- On the evolution governed by the infinity Laplacian
- The set of Hausdorff continuous functions -- the largest linear space of interval functions
- The dynamics of adaptation: An illuminating example and a Hamilton--Jacobi approach
- On the viscosity solutions of a stochastic differential utility problem
- Dirichlet duality and the nonlinear Dirichlet problem
- Phase transitions and generalized motion by mean curvature
- On the vanishing viscosity method for first order differential-functional IBVP
- On ergodic stochastic control
- Global existence and decay for viscous Hamilton-Jacobi equations
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