Viscosity solutions of fully nonlinear second-order elliptic partial differential equations
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- Interior estimates for second-order elliptic differential (or finite- difference) equations via the maximum principle
- Majorization of solutions of second-order linear equations
- Neumann type boundary conditions for Hamilton-Jacobi equations
- On existence and uniqueness of solutions of Hamilton-Jacobi equations
- On solving certain nonlinear partial differential equations by accretive operator methods
- On the regularity of the monge-ampère equation det (∂2 u/∂xi ∂xj) = f(x, u)
- On uniqueness and existence of viscosity solutions of fully nonlinear second-order elliptic PDE's
- Optimal control of diffusion processes and hamilton–jacobi–bellman equations part 2 : viscosity solutions and uniqueness
- Optimal Control with State-Space Constraint I
- Perron's method for Hamilton-Jacobi equations
- Remarques sur des résultats d'existence pour les équations de Hamilton-Jacobi du premier ordre
- Some Properties of Viscosity Solutions of Hamilton-Jacobi Equations
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- The maximum principle for viscosity solutions of fully nonlinear second order partial differential equations
- The Neumann Problem for Nonlinear Second Order Singular Perturbation Problems
- Uniqueness of viscosity solutions of Hamilton-Jacobi equations revisited
- Viscosity solutions of fully nonlinear second-order equations and optimal stochastic control in infinite dimensions. I: The case of bounded stochastic evolutions
- Viscosity solutions of Hamilton-Jacobi equations in infinite dimensions. VII: The HJB equation is not always satisfied
Cited in
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- Infinite horizon BSDEs with dissipative coefficients in Hilbert spaces and applications
- Viscosity solutions of Hamilton-Jacobi equations in infinite dimensions. V: Unbounded linear terms and \(B\)-continuous solutions
- Generalized interface evolution with the Neumann boundary condition
- Remarks on viscosity solutions for evolution equations
- A note on comparison principles for viscosity solutions of fully nonlinear second order partial differential equations
- Viscosity solutions of nonlinear second order elliptic PDEs involving nonlocal operators
- Shape-from-shading, viscosity solutions and edges
- Convex viscosity solutions and state constraints
- Asset allocation with time variation in expected returns
- Optimal consumption and portfolio choice with borrowing constraints
- Hedging in incomplete markets with HARA utility
- On the Liouville property for fully nonlinear equations
- Computation of distorted probabilities for diffusion processes via stochastic control methods.
- Interior regularity results for zeroth order operators approaching the fractional Laplacian
- On positive solutions of fully nonlinear degenerate Lane-Emden type equations
- A comparison principle for PDEs arising in approximate hedging problems: application to Bermudan options
- A least-squares/relaxation method for the numerical solution of the three-dimensional elliptic Monge-Ampère equation
- Comparison principles and Lipschitz regularity for some nonlinear degenerate elliptic equations
- Regularity for nonlinear stochastic games
- Viscosity solutions to a model for solid-solid phase transitions driven by material forces
- Convergent approximation of non-continuous surfaces of prescribed Gaussian curvature
- Existence and regularity results for fully nonlinear operators on the model of the pseudo Pucci's operators
- Optimal dividend and investment problems under Sparre Andersen model
- Existence and uniqueness of large solutions for a class of non-uniformly elliptic semilinear 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
- Nonlinear elliptic equations with mixed singularities
- Remarks on regularity for p-Laplacian type equations in non-divergence form
- Nonlinear degenerate curvature flows for weakly convex hypersurfaces
- Lipschitz regularity for viscosity solutions to parabolic \({p(x,t)}\)-Laplacian equations on Riemannian manifolds
- Approximation by mappings with singular Hessian minors
- PDE solutions of stochastic differential utility
- On the singularities of convex functions
- 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
- Long time averaged reflection force and homogenization of oscillating Neumann boundary conditions.
- Numerical schemes for investment models with singular transactions
- The Bernstein estimates of viscosity solutions of linear parabolic equations
- A comparison principle for some types of elliptic equations
- Interior regularity results for fractional elliptic equations that degenerate with the gradient
- Min-max formulas for nonlocal elliptic operators on Euclidean space
- An interval of no-arbitrage prices in financial markets with volatility uncertainty
- Fully nonlinear degenerate equations with sublinear gradient term
- Lipschitz regularity results for nonlinear strictly elliptic equations and applications
- Ergodic pairs for degenerate pseudo Pucci's fully nonlinear operators
- On the problem of maximal \(L^q\)-regularity for viscous Hamilton-Jacobi equations
- A comparison principle for parabolic complex Monge-Ampère equations
- Discrete approximation of the viscous HJ equation
- Optimal control of diffusion processes with terminal constraint in law
- \(C^1\)-regularity for degenerate diffusion equations
- Fully nonlinear Hamilton-Jacobi equations of degenerate type
- Aleksandrov-Bakelman-Pucci maximum principle for L^p-viscosity solutions of equations with unbounded terms
- On a vector-valued generalisation of viscosity solutions for general PDE systems
- Existence of solutions to a fully nonlinear free transmission problem
- Hölder gradient regularity for the inhomogeneous normalized \(p(x)\)-Laplace equation
- The eigenvalue problem for a class of degenerate operators related to the normalized \(p\)-Laplacian
- On a two-phase free boundary problem ruled by the infinity Laplacian
- A note on one-dimensional symmetry for Hamilton-Jacobi equations with extremal Pucci operators and application to Bernstein type estimate
- Infinity Laplacian equations with singular absorptions
- A regularity result for a class of non-uniformly elliptic operators
- Mixed boundary value problems for fully nonlinear degenerate or singular equations
- Principal eigenvalues for \(k\)-Hessian operators by maximum principle methods
- Singular elliptic equations with directional diffusion
- \(C^{1, \alpha}\) regularity for degenerate fully nonlinear elliptic equations with Neumann boundary conditions
- Hölder behavior of viscosity solutions of some fully nonlinear equations in the Heisenberg group
- The vanishing exponent limit for motion by a power of mean curvature
- Generalizations of \(p\)-Laplace operator for image enhancement. II.
- Lipschitz regularity for viscous Hamilton-Jacobi equations with \(L^p\) terms
- A level-set approach for stochastic optimal control problems under controlled-loss constraints
- Local regularity for quasi-linear parabolic equations in non-divergence form
- A weighted eigenvalue problem of the degenerate operator associated with infinity Laplacian
- Large time behavior for some nonlinear degenerate parabolic equations
- Homogenization for nonlinear PDEs in general domains with oscillatory Neumann boundary data
- An optimization problem with volume constraint with applications to optimal mass transport
- Singular solutions of fully nonlinear elliptic equations and applications
- Large solutions of fully nonlinear equations: existence and uniqueness
- A priori Lipschitz estimates for solutions of local and nonlocal Hamilton-Jacobi equations with Ornstein-Uhlenbeck operator
- On the singularity formation and relaxation to equilibrium in 1D Fokker-Planck model with superlinear drift
- \(W^{2,p}\)-estimates for fully nonlinear elliptic equations with oblique boundary conditions
- Some new results on Lipschitz regularization for parabolic equations
- Viscosity solutions to parabolic complex Monge-Ampère equations
- Eigenvalues and minimizers for a non-standard growth non-local operator
- Regularity properties for a class of non-uniformly elliptic Isaacs operators
- Homogenization of a discrete model for a bifurcation and application to traffic flow
- Strong comparison principles for some nonlinear degenerate elliptic equations
- \(C^{1,\alpha}\) regularity for fully nonlinear elliptic equations with superlinear growth in the gradient
- Existence results for anisotropic quasilinear parabolic equations with time-dependent exponents and gradient term
- The extended Bogomolny equations and generalized Nahm pole boundary condition
- On periodic subsolutions to steady second-order systems and applications
- Dynamic programming and error estimates for stochastic control problems with maximum cost
- The Dirichlet problem for prescribed principal curvature equations
- Approximation schemes for non-linear second order equations on the Heisenberg group
- Perron's method for nonlocal fully nonlinear equations
- The vanishing discount problem and viscosity Mather measures. 1: The problem on a torus
- Finite time Merton strategy under drawdown constraint: a viscosity solution approach
- The Dirichlet problem for fully nonlinear elliptic equations non-degenerate in a fixed direction
- The vanishing discount problem and viscosity Mather measures. II: Boundary value problems
- Some non-monotone schemes for time dependent Hamilton-Jacobi-Bellman equations in stochastic control
- \(C^{1,\alpha}\) regularity for the normalized \(p\)-Poisson problem
- On viscosity solutions to the Dirichlet problem for elliptic branches of inhomogeneous fully nonlinear equations
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