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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• Optimal Control with State-Space Constraint I
• Discontinuous solutions of deterministic optimal stopping time problems
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• On solving certain nonlinear partial differential equations by accretive operator methods
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• On uniqueness and existence of viscosity solutions of fully nonlinear second-order elliptic PDE's
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• Perron's method for Hamilton-Jacobi equations
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• On the regularity of the monge-ampère equation det (∂2 u/∂xi ∂xj) = f(x, u)
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• On existence and uniqueness of solutions of Hamilton-Jacobi equations
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• Asymptotic behavior of some nonlinear heat equations
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• A Remark on Bony Maximum Principle
• A Uniqueness Result for Viscosity Solutions of Second Order Fully Nonlinear Partial Differential Equations
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• Exit Time Problems in Optimal Control and Vanishing Viscosity Method
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• Sur les équations de Monge-Ampère. (About the Monge-Ampère equations)
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• Uniqueness of viscosity solutions of Hamilton-Jacobi equations revisited
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• The Neumann Problem for Nonlinear Second Order Singular Perturbation Problems
• Existence results for first order Hamilton Jacobi 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
• A remark on the existence of viscosity solutions for quasilinear elliptic equations
• Eigenvalue and Dirichlet problem for fully-nonlinear operators in non-smooth domains
• Title not available (Why is that?)
• A comparison principle for some types of elliptic equations
• Approximate Solutions to First and Second Order Quasilinear Evolution Equations via Nonlinear Viscosity
• Comparison principle for singular degenerate elliptic equations on unbounded domains
• Uniform equicontinuity for a family of zero order operators approaching the fractional Laplacian
• The Dirichlet problem for fully nonlinear elliptic equations non-degenerate in a fixed direction
• \(C^{1,\alpha}\) regularity for fully nonlinear elliptic equations with superlinear growth in the gradient
• Fully nonlinear Neumann type boundary conditions for first-order Hamilton–Jacobi equations
• On oblique derivative problems for fully nonlinear second-order elliptic partial differential equations on nonsmooth domains
• Existence and regularity results for fully nonlinear operators on the model of the pseudo Pucci's operators
• Homogenization of degenerate second-order PDE in periodic and almost periodic environments and applications
• Convergence of the approximation scheme to American option pricing via the discrete Morse semiflow
• On existence and uniqueness of viscosity solutions for second order fully nonlinear PDEs with Caputo time fractional derivatives
• The \(CEV\) model and its application to financial markets with volatility uncertainty
• A regularity result for a class of non-uniformly elliptic operators
• A note on comparison principles for viscosity solutions of fully nonlinear second order partial differential equations
• Homogenization of the Peierls-Nabarro model for dislocation dynamics
• Homogenization of a discrete model for a bifurcation and application to traffic flow
• On Generalized and Viscosity Solutions of Nonlinear Elliptic Equations
• \(C^{1,\alpha}\) regularity for the normalized \(p\)-Poisson problem
• Existence and uniqueness for viscosity solutions of degenerate quasilinear elliptic equations in rⁿ
• Viscosity solutions for doubly nonlinear evolution equations
• Optimal Investment With Undiversifiable Income Risk
• The Neumann problem for singular fully nonlinear operators
• Value functions and the Dirichlet problem for Isaacs equation in a smooth domain
• Remarks on viscosity solutions for evolution equations
• On regularity properties and approximations of value functions for stochastic differential games in domains
• To the theory of viscosity solutions for uniformly elliptic Isaacs equations
• Lipschitz continuous viscosity solutions for a class of fully nonlinear equations on Lie groups
• Title not available (Why is that?)
• Error estimates for approximations of nonhomogeneous nonlinear uniformly elliptic equations
• Total risk aversion and the pricing of options
• Viscosity solutions to a model for solid-solid phase transitions driven by material forces
• Existence of viscosity multi-valued solutions with asymptotic behavior for Hessian equations
• Existence's results for parabolic problems related to fully non linear operators degenerate or singular
• On the regularity of viscosity solutions of fully nonlinear elliptic equations
• Solvability via viscosity solutions for a model of phase transitions driven by configurational forces
• Asymptotic Lipschitz regularity for tug-of-war games with varying probabilities
• Existence of multi-valued solutions with asymptotic behavior of Hessian equations
• Perron's method for nonlocal fully nonlinear equations
• PDE solutions of stochastic differential utility
• Multi-valued solutions to Hessian equations
• Viscosity solutions to a new phase-field model with Neumann boundary condition for solid-solid phase transitions

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