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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Cited In (only showing first 100 items - show all)

• 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
• Krylov and Safonov estimates for degenerate quasilinear elliptic PDEs
• Optimal environment management in the presence of irreversibilities
• Regularity for nonlinear stochastic games
• L^p- Theory for fully nonlinear uniformly parabolic equations
• Dynamic programming and error estimates for stochastic control problems with maximum cost
• Homogenization for nonlinear PDEs in general domains with oscillatory Neumann boundary data
• Singular solutions of fully nonlinear elliptic equations and applications
• The principal eigenvalue of the \(\infty \)-Laplacian with the Neumann boundary condition
• BSDEs with terminal conditions that have bounded Malliavin derivative
• Existence and uniqueness of Lipschitz continuous graphs with prescribed Levi curvature
• Multiscale problems and homogenization for second-order Hamilton-Jacobi equations
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• Lipschitz regularity for a homogeneous doubly nonlinear PDE
• Large time behavior for some nonlinear degenerate parabolic equations
• On the large time behavior of solutions of the Dirichlet problem for subquadratic viscous Hamilton-Jacobi equations
• Local \(C^{0,\alpha }\) estimates for viscosity solutions of Neumann-type boundary value problems
• Lipschitz regularity results for nonlinear strictly elliptic equations and applications
• Viscosity solutions of second order integral-partial differential equations without monotonicity condition: A new result
• Title not available (Why is that?)
• Isolated singularities for fully nonlinear elliptic equations
• On the Liouville property for fully nonlinear equations
• Convexity of solutions of parabolic equations
• On Viscosity Solutions of Certain Hamilton–Jacobi Equations: Regularity Results and Generalized Sard's Theorems
• Numerical schemes for investment models with singular transactions
• Convex viscosity solutions and state constraints
• On the viscosity solutions of a stochastic differential utility problem
• Dirichlet duality and the nonlinear Dirichlet problem
• Viscosity solutions for monotone systems of second–order elliptic PDES
• User’s guide to viscosity solutions of second order partial differential equations
• On ergodic stochastic control
• Finite horizon stochastic optimal switching and impulse controls with a viscosity solution approach
• The Dirichlet Problem for Semilinear Second-Order Degenerate Elliptic Equations and Applications to Stochastic Exit Time Control Problems
• A model of optimal portfolio selection under liquidity risk and price impact
• Asset allocation with time variation in expected returns
• On uniqueness and existence of viscosity solutions of fully nonlinear second-order elliptic PDE's
• On the convergence rate of approximation schemes for Hamilton-Jacobi-Bellman Equations
• Convergence results for a class of nonlinear fractional heat equations
• On the twice differentiability of viscosity solutions of nonlinear elliptic equations
• Stochastic Differential Games with Multiple Modes and Applications to Portfolio Optimization
• An approximation scheme for the optimal control of diffusion processes
• On ergodic stochastic control
• Financial markets with volatility uncertainty
• On the singularities of convex functions
• Nonlinear degenerate curvature flows for weakly convex hypersurfaces
• A remark on the existence of viscosity solutions for quasilinear elliptic equations
• 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
• 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

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