Viscosity solutions of fully nonlinear second-order elliptic partial differential equations
From MaRDI portal
Publication:920285
DOI10.1016/0022-0396(90)90068-ZzbMath0708.35031OpenAlexW1970195958MaRDI QIDQ920285
Pierre-Louis 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
viscosity solutionsfully nonlinear elliptic equationsMonge-Ampère equationsIsaac-Bellman equationsPerron-process
Smoothness and regularity of solutions to PDEs (35B65) Nonlinear boundary value problems for linear elliptic equations (35J65) Maximum principles in context of PDEs (35B50) Degenerate elliptic equations (35J70)
Related Items
Perron's method for nonlocal fully nonlinear equations, 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, The vanishing discount problem and viscosity Mather measures. 1: The problem on a torus, 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, On oblique derivative problems for fully nonlinear second-order elliptic partial differential equations on nonsmooth domains, Fully nonlinear Neumann type boundary conditions for first-order Hamilton–Jacobi equations, On a Class of Fully Nonlinear Parabolic Equations, Uniform Equicontinuity for a Family of Zero Order Operators Approaching the Fractional Laplacian, Infinity Laplacian equations with singular absorptions, A regularity result for a class of non-uniformly elliptic operators, Viscosity solutions of the first boundary value problem for the second order fully nonlinear parabolic equation under natural structure conditions∗, Viscosity solutions for monotone systems of second–order elliptic PDES, Mixed boundary value problems for fully nonlinear degenerate or singular equations, 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, Principal eigenvalues for \(k\)-Hessian operators by maximum principle methods, Singular elliptic equations with directional diffusion, Existence and uniqueness of viscosity solutions to the exterior problem of a parabolic Monge-Ampère equation, The degenerate Monge-Ampère equations with the Neumann condition, \(C^{1,\alpha}\) regularity for the normalized \(p\)-Poisson problem, \(C^{1, \alpha}\) regularity for degenerate fully nonlinear elliptic equations with Neumann boundary conditions, Existence and uniqueness for viscosity solutions of degenerate quasilinear elliptic equations in rn, 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., Hölder gradient estimates for a class of singular or degenerate parabolic equations, Lipschitz regularity for viscous Hamilton-Jacobi equations with \(L^p\) terms, Remarks on Schauder estimates and existence of classical solutions for a class of uniformly parabolic Hamilton-Jacobi-Bellman integro-PDEs, On the comparison principle for second order elliptic equations without first and zeroth order terms, Regularity of interfaces for a Pucci type segregation problem, A level-set approach for stochastic optimal control problems under controlled-loss constraints, Local regularity for quasi-linear parabolic equations in non-divergence form, Lipschitz regularity for integro-differential equations with coercive Hamiltonians and application to large time behavior, A weighted eigenvalue problem of the degenerate operator associated with infinity Laplacian, Homogenization of oblique boundary value problems, Nonlinear PDE Approach to Time-Inconsistent Optimal Stopping, On the viscosity solutions of a stochastic differential utility problem, On Liouville type theorems for fully nonlinear elliptic equations with gradient term, Periodic homogenization of the principal eigenvalue of second-order elliptic operators, BSDEs with terminal conditions that have bounded Malliavin derivative, Towards a Liouville Theorem for Continuous Viscosity Solutions to Fully Nonlinear Elliptic Equations in Conformal Geometry, A model of optimal portfolio selection under liquidity risk and price impact, Multiscale problems and homogenization for second-order Hamilton-Jacobi equations, Large time behavior of solutions to parabolic equations with Neumann boundary conditions, Graphs with prescribed Levi form trace, The principal eigenvalue of the ∞-Laplacian with the Neumann boundary condition, Analytic stratifications and the cut locus of a class of distance functions, Viscosity solutions to degenerate complex monge-ampère equations, Existence of solutions with asymptotic behavior of exterior problems of Hessian equations, Large time behavior for some nonlinear degenerate parabolic equations, Homogenization for nonlinear PDEs in general domains with oscillatory Neumann boundary data, Existence and uniqueness of Lipschitz continuous graphs with prescribed Levi curvature, A remark on the existence of viscosity solutions for quasilinear elliptic equations, ON THE RATE OF CONVERGENCE OF APPROXIMATION SCHEMES FOR BELLMAN EQUATIONS ASSOCIATED WITH OPTIMAL STOPPING TIME PROBLEMS, Stochastic Differential Games with Multiple Modes and Applications to Portfolio Optimization, Local \(C^{0,\alpha }\) estimates for viscosity solutions of Neumann-type boundary value problems, An optimization problem with volume constraint with applications to optimal mass transport, Convexity of solutions of parabolic equations, Singular solutions of fully nonlinear elliptic equations and applications, Large solutions of fully nonlinear equations: existence and uniqueness, Dirichlet duality and the nonlinear Dirichlet problem, 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, Generalized Hamilton--Jacobi--Bellman Equations with Dirichlet Boundary Condition and Stochastic Exit Time Optimal Control Problem, On the problem of maximal \(L^q\)-regularity for viscous Hamilton-Jacobi equations, \(W^{2,p}\)-estimates for fully nonlinear elliptic equations with oblique boundary conditions, Some new results on Lipschitz regularization for parabolic equations, Perturbed Dynamical Systems with an Attracting Singularity and Weak Viscosity Limits in Hamilton-Jacobi Equations, Weak solutions to degenerate complex Monge-Ampère flows. I, Regularity for obstacle problems in infinite dimensional Hilbert spaces, Viscosity solutions to parabolic complex Monge-Ampère equations, Eigenvalues and minimizers for a non-standard growth non-local operator, On the Continuity of Stochastic Exit Time Control Problems, Regularity properties for a class of non-uniformly elliptic Isaacs operators, A comparison principle for parabolic complex Monge-Ampère equations, Homogenization of a discrete model for a bifurcation and application to traffic flow, Fundamental solutions and two properties of elliptic maximal and minimal operators, Strong comparison principles for some nonlinear degenerate elliptic equations, \(C^{1,\alpha}\) regularity for fully nonlinear elliptic equations with superlinear growth in the gradient, Discrete approximation of the viscous HJ equation, Existence results for anisotropic quasilinear parabolic equations with time-dependent exponents and gradient term, Optimal control of diffusion processes with terminal constraint in law, Multi-asset investment-consumption model with transaction costs, The extended Bogomolny equations and generalized Nahm pole boundary condition, On periodic subsolutions to steady second-order systems and applications, \(C^1\)-regularity for degenerate diffusion equations, Homogenization of degenerate second-order PDE in periodic and almost periodic environments and applications, An Alternating Direction Method of Multipliers for the Numerical Solution of a Fully Nonlinear Partial Differential Equation Involving the Jacobian Determinant, Dynamic programming and error estimates for stochastic control problems with maximum cost, Optimal execution strategy in the presence of permanent price impact and fixed transaction cost, 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, The Dirichlet problem for prescribed principal curvature equations, Approximation schemes for non-linear second order equations on the Heisenberg group, Existence of solutions to a fully nonlinear free transmission problem, Lp- Theory for fully nonlinear uniformly parabolic equations, On the solvability of the Dirichlet problem for anisotropic parabolic equations in non-convex domains, Lipschitz Regularity of Graph Laplacians on Random Data Clouds, On the convergence rate of approximation schemes for Hamilton-Jacobi-Bellman Equations, Exploratory HJB Equations and Their Convergence, The measurable viscosity solutions for fully nonlinear elliptic equations, Viscosity solutions to parabolic complex Hessian type equations, Viscosity methods for large deviations estimates of multiscale stochastic processes, PORTFOLIO OPTIMIZATION UNDER A QUANTILE HEDGING CONSTRAINT, Finite horizon stochastic optimal switching and impulse controls with a viscosity solution approach, Two-scale method for the Monge-Ampère equation: Convergence to the viscosity solution, Monotone discretization of the Monge–Ampère equation of optimal transport, Uniqueness of viscosity solutions for monotone systems of fully nonlinear PDES under Dirichlet condition, On Generalized and Viscosity Solutions of Nonlinear Elliptic Equations, Hölder regularity for the gradient of the inhomogeneous parabolic normalized p-Laplacian, Existence issues for a large class of degenerate elliptic equations with nonlinear Hamiltonians, Discrete Aleksandrov solutions of the Monge-Ampere equation, Value functions and the Dirichlet problem for Isaacs equation in a smooth domain, A remark on the critical explosion parameter for a semilinear elliptic equation in a generic domain using an explosion time of an ordinary differential equation, User’s guide to viscosity solutions of second order partial differential equations, A singular stochastic control problem in an unbounded domain, Boundary-value problems for the system of operator-differential equations in Banach and Hilbert spaces, Existence and uniqueness of unbounded viscosity solutions of parabolic equations with discontinuous time-dependence, \( C^1\) regularity for some degenerate/singular fully nonlinear elliptic equations, The second boundary value problem for a discrete Monge-Ampère equation, Global viscosity solutions of generalized Kähler-Ricci flow, Borderline gradient continuity for the normalized \(p\)-parabolic operator, The Dirichlet Problem for Semilinear Second-Order Degenerate Elliptic Equations and Applications to Stochastic Exit Time Control Problems, The Alexandroff-Bakelman-Pucci estimate via positive drift, Decay rates of convergence for Fokker-Planck equations with confining drift, \(C^{1,\alpha}\)-regularity for solutions of degenerate/singular fully nonlinear parabolic equations, Maximum principles for viscosity subsolutions of some second order linear operators and some consequences, Existence and regularity results for some fully nonlinear singular or degenerate equation, Comparison principles for nonlinear potential theories and PDEs with fiberegularity and sufficient monotonicity, On distributions of velocity random fields in turbulent flows, On homogenization problems with oscillating Dirichlet conditions in space–time domains, Consistency of the flat flow solution to the volume preserving mean curvature flow, Optimal Control of Infinite-Dimensional Differential Systems with Randomness and Path-Dependence and Stochastic Path-Dependent Hamilton–Jacobi Equations, Weak solutions of generated Jacobian equations, Asymptotic regularity for a random walk over ellipsoids, A Reduced Order Schwarz Method for Nonlinear Multiscale Elliptic Equations Based on Two-Layer Neural Networks, Equivalence of weak and viscosity solutions for the nonhomogeneous double phase equation, Gradient continuity estimates for the normalized p-Poisson equation, Neumann Homogenization via Integro-Differential Operators. Part 2: Singular Gradient Dependence, Oblique boundary value problems for augmented Hessian equations III, Convergent Two-Scale Filtered Scheme for the Monge--Ampère Equation, Convergence Framework for the Second Boundary Value Problem for the Monge--Ampère Equation, Optimal Investment With Undiversifiable Income Risk, On ergodic stochastic control, Approximate Solutions to First and Second Order Quasilinear Evolution Equations via Nonlinear Viscosity, Optimal environment management in the presence of irreversibilities, Uniqueness and existence of viscosity solutions of generalized mean curvature flow equations, Pointwise estimates for oblique derivative problems in nonsmooth domains, Viscosity solutions to the degenerate oblique derivative problem for fully nonlinear elliptic equations, Isolated singularities for fully nonlinear elliptic equations, Two-player zero-sum stochastic differential games with random horizon, Unnamed Item, Mean field games under invariance conditions for the state space, An approximation scheme for the optimal control of diffusion processes, Preface, On Viscosity Solutions of Certain Hamilton–Jacobi Equations: Regularity Results and Generalized Sard's Theorems, Error Estimates of Penalty Schemes for Quasi-Variational Inequalities Arising from Impulse Control Problems, On Viscosity Solutions of Space-Fractional Diffusion Equations of Caputo Type, An application of the theorem on Sums to viscosity solutions of degenerate fully nonlinear equations, Hadamard and Liouville Type Results for Fully Nonlinear Partial Differential Inequalities, Pricing Dynamic Insurance Risks Using the Principle of Equivalent Utility, Lipschitz Regularity for a Homogeneous Doubly Nonlinear PDE, Viscosity solutions of nonlinear second-order partial differential equations in hilbert spaces, Regularity for Fully Nonlinear Elliptic Equations with Neumann Boundary Data, Asymptotic Hölder regularity for the ellipsoid process, On ergodic stochastic control, Shape-from-shading, viscosity solutions and edges, Long time averaged reflection force and homogenization of oscillating Neumann boundary conditions., Geometric methods of complex analysis. Abstracts from the workshop held April 10--16, 2011., Interior regularity results for zeroth order operators approaching the fractional Laplacian, Viscosity solutions to quaternionic Monge-Ampère equations, 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, Numerical schemes for investment models with singular transactions, Krylov and Safonov estimates for degenerate quasilinear elliptic PDEs, Solvability of uniformly elliptic fully nonlinear PDE, Convex viscosity solutions and state constraints, The Neumann problem for the \(\infty\)-Laplacian and the Monge--Kantorovich mass transfer problem, Comparison principles and Lipschitz regularity for some nonlinear degenerate elliptic equations, The Bernstein estimates of viscosity solutions of linear parabolic equations, Regularity for nonlinear stochastic games, Convergence results for a class of nonlinear fractional heat equations, Asset allocation with time variation in expected returns, On the large time behavior of solutions of the Dirichlet problem for subquadratic viscous Hamilton-Jacobi equations, Lipschitz continuity and semiconcavity properties of the value function of a stochastic control problem, Optimal consumption and portfolio choice with borrowing constraints, Viscosity solutions to a model for solid-solid phase transitions driven by material forces, Solvability of nonlinear elliptic equations with gradient terms, Geometric approach to nonvariational singular elliptic equations, A viscosity approach to degenerate complex Monge-Ampère equations, Hedging in incomplete markets with HARA utility, Error estimates for approximations of nonhomogeneous nonlinear uniformly elliptic equations, Uniqueness of viscosity solutions for a class of integro-differential equations, Alexandroff-Bakelman-Pucci estimate and Harnack inequality for degenerate/singular fully non-linear elliptic equations, Financial markets with volatility uncertainty, 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, 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, Lipschitz regularity of solutions for mixed integro-differential equations, Differentiability properties of solutions of nondegenerate Isaacs equations, Existence's results for parabolic problems related to fully non linear operators degenerate or singular, Convergence of the approximation scheme to American option pricing via the discrete Morse semiflow, Optimal dividend and investment problems under Sparre Andersen model, Solvability via viscosity solutions for a model of phase transitions driven by configurational forces, A comparison principle for some types of elliptic equations, Multi-valued solutions to Hessian equations, Homogenization of the Peierls-Nabarro model for dislocation dynamics, Existence and uniqueness of large solutions for a class of non-uniformly elliptic semilinear equations, Existence and regularity results for fully nonlinear equations with singularities, A viscosity approach to the Dirichlet problem for complex Monge-Ampère 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, Gradient and Hölder estimates for positive solutions of Pucci type equations, Lipschitz continuous viscosity solutions for a class of fully nonlinear equations on Lie groups, Viscosity solutions of Hamilton-Jacobi equations in infinite dimensions. V: Unbounded linear terms and \(B\)-continuous solutions, Joint time-state generalized semiconcavity of the value function of a jump diffusion optimal control problem, Existence of viscosity multi-valued solutions with asymptotic behavior for Hessian equations, On weak solutions of forward-backward SDEs, Asymptotic behaviour for operators of Grushin type: invariant measure and singular perturbations, Generalized interface evolution with the Neumann boundary condition, Remarks on viscosity solutions for evolution equations, Nonsmooth solutions for a class of fully nonlinear PDE's on Lie groups, Generalized semiconcavity of the value function of a jump diffusion optimal control problem, Interior regularity results for fractional elliptic equations that degenerate with the gradient, Fully nonlinear operators with Hamiltonian: Hölder regularity of the gradient, Min-max formulas for nonlocal elliptic operators on Euclidean space, Nonlinear elliptic equations with mixed singularities, The Neumann problem for singular fully nonlinear operators, Optimal consumption and investment strategies with a perishable and an indivisible durable consumption good, An interval of no-arbitrage prices in financial markets with volatility uncertainty, Tug-of-war games with varying probabilities and the normalized \(p(x)\)-Laplacian, Hölder estimates for viscosity solutions of equations of fractional \(p\)-Laplace type, Remarks on regularity for \(p\)-Laplacian type equations in non-divergence form, Uniqueness of Lipschitz extensions: Minimizing the sup norm of the gradient, Fully nonlinear degenerate equations with sublinear gradient term, Existence of multi-valued solutions with asymptotic behavior of Hessian equations, Nonlinear degenerate curvature flows for weakly convex hypersurfaces, Lipschitz regularity results for nonlinear strictly elliptic equations and applications, Lipschitz regularity for viscosity solutions to parabolic \({p(x,t)}\)-Laplacian equations on Riemannian manifolds, Density estimates for a random noise propagating through a chain of differential equations, 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, Ergodic pairs for degenerate pseudo Pucci's fully nonlinear operators, Convexity of solutions and \(C^{1,1}\) estimates for fully nonlinear elliptic equations, Steklov eigenvalues for the \(\infty\)-Laplacian, Approximation by mappings with singular Hessian minors, Uniqueness of solutions to degenerate elliptic problems with unbounded coefficients, 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, Eigenvalue and Dirichlet problem for fully-nonlinear operators in non-smooth domains, Infinite horizon BSDEs with dissipative coefficients in Hilbert spaces and applications, On the Liouville property for fully nonlinear equations, Viscosity solutions to a new phase-field model with Neumann boundary condition for solid-solid phase transitions, Estimates for Dirichlet-to-Neumann maps as integro-differential operators, Asymptotic Lipschitz regularity for tug-of-war games with varying probabilities, Computation of distorted probabilities for diffusion processes via stochastic control methods., Infinite-dimensional Hamilton-Jacobi equations with large zeroth-order coefficient, Comparison principle for singular degenerate elliptic equations on unbounded domains, Fully nonlinear oblique derivative problems for nonlinear second-order elliptic PDE's, Semidifferentials, quadratic forms and fully nonlinear elliptic equations of second order, Total risk aversion and the pricing of options, Weak solutions to degenerate complex Monge-Ampère flows. II, Neumann homogenization via integro-differential operators
Cites Work
- Existence results for first-order Hamilton-Jacobi equations
- Perron's method for Hamilton-Jacobi equations
- The maximum principle for viscosity solutions of fully nonlinear second order partial differential equations
- Asymptotic behavior of some nonlinear heat equations
- Remarques sur des résultats d'existence pour les équations de Hamilton-Jacobi du premier ordre
- Existence results for first order Hamilton Jacobi equations
- Sur les équations de Monge-Ampère. (About the Monge-Ampère equations)
- Neumann type boundary conditions for Hamilton-Jacobi equations
- A remark on regularization in Hilbert spaces
- Hamilton-Jacobi equations in infinite dimensions. II: Existence of viscosity solutions
- Uniqueness of viscosity solutions of Hamilton-Jacobi equations revisited
- Control of diffusion processes in \(\mathbb R^N\)
- On solving certain nonlinear partial differential equations by accretive operator methods
- Hamilton-Jacobi equations in infinite dimensions. III
- Viscosity solutions of Hamilton-Jacobi equations in infinite dimensions. VII: The HJB equation is not always satisfied
- Viscosity solutions of fully nonlinear second-order equations and optimal stochastic control in infinite dimensions. I: The case of bounded stochastic evolutions
- Existence of viscosity solutions of Hamilton-Jacobi equations
- Interior estimates for second-order elliptic differential (or finite- difference) equations via the maximum principle
- A Remark on Bony Maximum Principle
- Optimal control of diffusion processes and hamilton–jacobi–bellman equations part 2 : viscosity solutions and uniqueness
- Some Properties of Viscosity Solutions of Hamilton-Jacobi Equations
- Hamilton-Jacobi Equations with State Constraints
- Optimal Control with State-Space Constraint I
- On existence and uniqueness of solutions of Hamilton-Jacobi equations
- Discontinuous solutions of deterministic optimal stopping time problems
- On uniqueness and existence of viscosity solutions of fully nonlinear second-order elliptic PDE's
- A Uniqueness Result for Viscosity Solutions of Second Order Fully Nonlinear Partial Differential Equations
- The Neumann Problem for Nonlinear Second Order Singular Perturbation Problems
- Exit Time Problems in Optimal Control and Vanishing Viscosity Method
- On the regularity of the monge-ampère equation det (∂2 u/∂xi ∂xj) = f(x, u)
- Majorization of solutions of second-order linear equations
- A remark on a system of inequalities with bilateral obstacles
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item