SMOOTHNESS OF THE VALUE FUNCTION FOR A CONTROLLED DIFFUSION PROCESS IN A DOMAIN

DOI10.1070/IM1990V034N01ABEH000603MaRDI QIDQ3479915zbMATH OpenOpenAlexFDO

Authors N. V. Krylov

Publication date 1990

Published in Mathematics of the USSR-Izvestiya (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1070/im1990v034n01abeh000603

Mathematics Subject Classification ID

Diffusion processes (60J60) Control/observation systems governed by partial differential equations (93C20) Optimal stochastic control (93E20)

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(19)

• Interior regularity of the complex Monge-Ampère equation in convex domains
• Interior gradient and Hessian estimates for the Dirichlet problem of semi-linear degenerate elliptic systems: a probabilistic approach
• \(C^{1,1}\) regularity for solutions to the degenerate \(L_p\) dual Minkowski problem
• Regularity of degenerate Hessian equations
• On the Dirichlet problem for degenerate Monge-Ampère type equations
• The degenerate Monge-Ampère equations with the Neumann condition
• The Dirichlet Problem for Degenerate Hessian Equations
• scientific article; zbMATH DE number 3965954 (Why is no real title available?)
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• On regularity properties and approximations of value functions for stochastic differential games in domains
• On large deviation principles and the Monge-Ampère equation (following Berman, Hultgren)
• Optimal arbitrage under model uncertainty
• \(C^ 2\) a priori estimates for degenerate Monge-Ampère equations
• Sharp bounds for the distribution of martingale transforms of bounded functions
• Singular solutions to the complex Monge-Ampère equation
• The Dirichlet problem for mixed Hessian quotient equations
• Randomisation with moral hazard: a path to existence of optimal contracts
• On the Neumann problem for the degenerate mixed equations arising in conformal geometry
• On the regularity of viscosity solutions of fully nonlinear elliptic equations

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