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

DOI10.1016/0022-0396(90)90068-ZMaRDI QIDQ920285zbMATH OpenOpenAlexFDO

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

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)

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• On regularity properties and approximations of value functions for stochastic differential games in domains
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• Comparison principle for singular degenerate elliptic equations on unbounded domains
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• Eigenvalue and Dirichlet problem for fully-nonlinear operators in non-smooth domains
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• A comparison principle for some types of elliptic equations
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• Value functions and the Dirichlet problem for Isaacs equation in a smooth domain
• Perron's method for nonlocal fully nonlinear equations
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• Total risk aversion and the pricing of options
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• Lipschitz continuity and semiconcavity properties of the value function of a stochastic control problem
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• Fully nonlinear oblique derivative problems for nonlinear second-order elliptic PDE's
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• A regularity result for a class of non-uniformly elliptic operators
• A remark on the existence of viscosity solutions for quasilinear elliptic equations
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• Fully nonlinear Neumann type boundary conditions for first-order Hamilton–Jacobi equations
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• ON THE RATE OF CONVERGENCE OF APPROXIMATION SCHEMES FOR BELLMAN EQUATIONS ASSOCIATED WITH OPTIMAL STOPPING TIME PROBLEMS
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