Viscosity solutions of fully nonlinear second-order elliptic partial differential equations

DOI10.1016/0022-0396(90)90068-ZzbMATH Open0708.35031OpenAlexW1970195958MaRDI QIDQ920285FDOQ920285

Authors: P.-L. Lions, Hitoshi Ishii 

Publication date: 1990

Published in: Journal of Differential Equations (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0022-0396(90)90068-z

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zbMATH Keywords

viscosity solutionsfully nonlinear elliptic equationsIsaac-Bellman equationsPerron-processMonge-Ampère equations

Mathematics Subject Classification ID

Maximum principles in context of PDEs (35B50) Smoothness and regularity of solutions to PDEs (35B65) Nonlinear boundary value problems for linear elliptic equations (35J65) Degenerate elliptic equations (35J70)

Cites Work

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• On solving certain nonlinear partial differential equations by accretive operator methods
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• Asymptotic behavior of some nonlinear heat equations
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Cited In (only showing first 100 items - show all)

• Viscosity solutions to the degenerate oblique derivative problem for fully nonlinear elliptic equations
• Perron's method for \(L^p\)-viscosity solutions
• On the solvability of the Dirichlet problem for anisotropic parabolic equations in non-convex domains
• On the problem of maximal \(L^q\)-regularity for viscous Hamilton-Jacobi equations
• Joint time-state generalized semiconcavity of the value function of a jump diffusion optimal control problem
• Asymptotic behaviour for operators of Grushin type: invariant measure and singular perturbations
• Optimal consumption and investment strategies with a perishable and an indivisible durable consumption good
• Two-player zero-sum stochastic differential games with random horizon
• Title not available (Why is that?)
• Interior regularity results for zeroth order operators approaching the fractional Laplacian
• Nonlinear elliptic equations with mixed singularities
• A least-squares/relaxation method for the numerical solution of the three-dimensional elliptic Monge-Ampère equation
• Multi-asset investment-consumption model with transaction costs
• A comparison principle for PDEs arising in approximate hedging problems: application to Bermudan options
• Remarks on regularity for \(p\)-Laplacian type equations in non-divergence form
• The extended Bogomolny equations and generalized Nahm pole boundary condition
• Two-scale method for the Monge-Ampère equation: convergence to the viscosity solution
• Title not available (Why is that?)
• A priori Lipschitz estimates for solutions of local and nonlocal Hamilton-Jacobi equations with Ornstein-Uhlenbeck operator
• Interior regularity results for fractional elliptic equations that degenerate with the gradient
• Lipschitz regularity for viscous Hamilton-Jacobi equations with \(L^p\) terms
• Existence of solutions with asymptotic behavior of exterior problems of Hessian equations
• Hölder gradient estimates for a class of singular or degenerate parabolic equations
• The vanishing discount problem and viscosity Mather measures. 1: The problem on a torus
• The vanishing discount problem and viscosity Mather measures. II: Boundary value problems
• Comparison principles and Lipschitz regularity for some nonlinear degenerate elliptic equations
• On viscosity solutions to the Dirichlet problem for elliptic branches of inhomogeneous fully nonlinear equations
• Graphs with prescribed Levi form trace
• Infinite horizon BSDEs with dissipative coefficients in Hilbert spaces and applications
• Title not available (Why is that?)
• A singular stochastic control problem in an unbounded domain
• Nonsmooth viscosity solutions of elementary symmetric functions of the complex Hessian
• Gradient bounds for nonlinear degenerate parabolic equations and application to large time behavior of systems
• Viscosity solutions of nonlinear second order elliptic PDEs involving nonlocal operators
• Singular elliptic equations with directional diffusion
• On a Class of Fully Nonlinear Parabolic Equations
• The vanishing exponent limit for motion by a power of mean curvature
• Title not available (Why is that?)
• Towards a Liouville theorem for continuous viscosity solutions to fully nonlinear elliptic equations in conformal geometry
• Convergent approximation of non-continuous surfaces of prescribed Gaussian curvature
• Global viscosity solutions of generalized Kähler-Ricci flow
• On homogenization problems with oscillating Dirichlet conditions in space–time domains
• The Dirichlet problem for prescribed principal curvature equations
• Lipschitz regularity for integro-differential equations with coercive Hamiltonians and application to large time behavior
• Aleksandrov-Bakelman-Pucci maximum principle for \(L^p\)-viscosity solutions of equations with unbounded terms
• Optimal dividend and investment problems under Sparre Andersen model
• Gradient and Hölder estimates for positive solutions of Pucci type equations
• Nonlinear PDE approach to time-inconsistent optimal stopping
• Generalized interface evolution with the Neumann boundary condition
• Uniqueness of viscosity solutions for monotone systems of fully nonlinear PDES under Dirichlet condition
• Some non-monotone schemes for time dependent Hamilton-Jacobi-Bellman equations in stochastic control
• Existence and uniqueness of large solutions for a class of non-uniformly elliptic semilinear equations
• Generalized Hamilton-Jacobi-Bellman equations with Dirichlet boundary condition and stochastic exit time optimal control problem
• Computation of distorted probabilities for diffusion processes via stochastic control methods.
• Existence issues for a large class of degenerate elliptic equations with nonlinear Hamiltonians
• Large time behavior of solutions to parabolic equations with Neumann boundary conditions
• Existence and regularity results for fully nonlinear equations with singularities
• Title not available (Why is that?)
• Semidifferentials, quadratic forms and fully nonlinear elliptic equations of second order
• Neumann homogenization via integro-differential operators
• Lipschitz regularity of solutions for mixed integro-differential equations
• Viscosity solutions of Hamilton-Jacobi equations in infinite dimensions. V: Unbounded linear terms and \(B\)-continuous solutions
• Geometric approach to nonvariational singular elliptic equations
• Convexity of solutions and \(C^{1,1}\) estimates for fully nonlinear elliptic equations
• Title not available (Why is that?)
• Regularity for Fully Nonlinear Elliptic Equations with Neumann Boundary Data
• Geometric methods of complex analysis. Abstracts from the workshop held April 10--16, 2011.
• Convergence framework for the second boundary value problem for the Monge-Ampère equation
• Solvability of nonlinear elliptic equations with gradient terms
• Uniqueness of Lipschitz extensions: Minimizing the sup norm of the gradient
• On the continuity of stochastic exit time control problems
• Density estimates for a random noise propagating through a chain of differential equations
• Fully nonlinear Hamilton-Jacobi equations of degenerate type
• Uniqueness of viscosity solutions for a class of integro-differential equations
• Hadamard and Liouville Type Results for Fully Nonlinear Partial Differential Inequalities
• Fundamental solutions and two properties of elliptic maximal and minimal operators
• Differentiability properties of solutions of nondegenerate Isaacs equations
• Uniqueness of solutions to degenerate elliptic problems with unbounded coefficients
• Solvability of uniformly elliptic fully nonlinear PDE
• The Neumann problem for the \(\infty\)-Laplacian and the Monge--Kantorovich mass transfer problem
• Pricing Dynamic Insurance Risks Using the Principle of Equivalent Utility
• Viscosity solutions to second order partial differential equations on Riemannian manifolds
• Steklov eigenvalues for the \(\infty\)-Laplacian
• Weak solutions to degenerate complex Monge-Ampère flows. II
• Weak solutions to degenerate complex Monge-Ampère flows. I
• Viscosity solutions to degenerate complex monge-ampère equations
• A viscosity approach to the Dirichlet problem for complex Monge-Ampère equations
• Finite time Merton strategy under drawdown constraint: a viscosity solution approach
• The maximum principle for viscosity solutions of fully nonlinear second order partial differential equations
• Solutions of fully nonlinear elliptic equations with patches of zero gradient: Existence, regularity and convexity of level curves
• Viscosity solutions of nonlinear second-order partial differential equations in hilbert spaces
• Viscosity solutions to parabolic complex Monge-Ampère equations
• Viscosity solutions to quaternionic Monge-Ampère equations
• A viscosity approach to degenerate complex Monge-Ampère equations
• 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
• Alexandroff-Bakelman-Pucci estimate and Harnack inequality for degenerate/singular fully non-linear elliptic equations
• Long time averaged reflection force and homogenization of oscillating Neumann boundary conditions.
• Shape-from-shading, viscosity solutions and edges
• Optimal consumption and portfolio choice with borrowing constraints
• Hedging in incomplete markets with HARA utility

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