Pages that link to "Item:Q1814669"
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The following pages link to Viscosity solutions of nonlinear integro-differential equations (Q1814669):
Displayed 24 items.
- Regularity results for fully nonlinear parabolic integro-differential operators (Q383596) (← links)
- Relationship between MP and DPP for the stochastic optimal control problem of jump diffusions (Q535333) (← links)
- A mathematical modeling for the lookback option with jump-diffusion using binomial tree method (Q633968) (← links)
- Convergence of numerical schemes for viscosity solutions to integro-differential degenerate parabolic problems arising in financial theory (Q704796) (← links)
- Viscosity solutions for a system of integro-PDEs and connections to optimal switching and control of jump-diffusion processes (Q708865) (← links)
- Existence and uniqueness of viscosity solutions for QVI associated with impulse control of jump-diffusions (Q734661) (← links)
- A new definition of viscosity solutions for a class of second-order degenerate elliptic integro-differential equations (Q850174) (← links)
- Convergence of the binomial tree method for Asian options in jump-diffusion models (Q874917) (← links)
- An analytic approach to purely nonlocal Bellman equations arising in models of stochastic control (Q879373) (← links)
- Second-order elliptic integro-differential equations: viscosity solutions' theory revisited (Q930019) (← links)
- Error estimates for approximate solutions to Bellman equations associated with controlled jump-diffusions (Q943366) (← links)
- Nonlocal second-order geometric equations arising in tomographic reconstruction (Q1005286) (← links)
- Singular risk-neutral valuation equations (Q1761441) (← links)
- A non-local regularization of first order Hamilton-Jacobi equations (Q1772323) (← links)
- Continuous dependence estimates for viscosity solutions of integro-PDEs (Q1779287) (← links)
- Uniqueness for integro-PDE in Hilbert spaces (Q1935429) (← links)
- Regularity results for fully nonlinear integro-differential operators with nonsymmetric positive kernels: subcritical case (Q1935438) (← links)
- Stochastic control problems for systems driven by normal martingales (Q2426608) (← links)
- Obstacle problem for nonlinear integro-differential equations arising in option pricing (Q2467933) (← links)
- Fractal first-order partial differential equations (Q2505217) (← links)
- Large deviation estimates for some nonlocal equations. General bounds and applications (Q2846971) (← links)
- Viability, invariance and reachability for controlled piecewise deterministic Markov processes associated to gene networks (Q2911441) (← links)
- On the vanishing viscosity method for first order differential-functional IBVP (Q3624928) (← links)
- Fractional semi-linear parabolic equations with unbounded data (Q3625574) (← links)