Pages that link to "Item:Q4016740"

The following pages link to User’s guide to viscosity solutions of second order partial differential equations (Q4016740):

Displaying 50 items.

• Constrained viscosity solution to the HJB equation arising in perpetual American employee stock options pricing (Q255503) (← links)
• Path-dependent optimal stochastic control and viscosity solution of associated Bellman equations (Q255513) (← links)
• A semi-Lagrangian scheme for a degenerate second order mean field game system (Q255834) (← links)
• Piecewise constant policy approximations to Hamilton-Jacobi-Bellman equations (Q256114) (← links)
• On the differentiability of the solutions of non-local Isaacs equations involving \(\frac{1}{2}\)-Laplacian (Q256277) (← links)
• Optimal consumption of the stochastic Ramsey problem for non-Lipschitz diffusion (Q257776) (← links)
• Phragmén-Lindelöf theorems and \(p\)-harmonic measures for sets near low-dimensional hyperplanes (Q259214) (← links)
• Parabolic Monge-Ampère equations giving rise to a free boundary: the worn stone model (Q260794) (← links)
• Weak solutions to degenerate complex Monge-Ampère flows. II (Q261164) (← links)
• Regularity for the fully nonlinear dead-core problem (Q261424) (← links)
• Neumann homogenization via integro-differential operators (Q262045) (← links)
• Continuous-time limit of dynamic games with incomplete information and a more informed player (Q267098) (← links)
• \(W^{2,p}\) estimates for solutions to asymptotically elliptic equations in nondivergence form (Q267475) (← links)
• Geometric methods of complex analysis. Abstracts from the workshop held April 10--16, 2011. (Q269671) (← links)
• Long time asymptotics for fully nonlinear Bellman equations: a backward SDE approach (Q271868) (← links)
• Some qualitative properties for geometric flows and its Euler implicit discretization (Q272697) (← links)
• The first nontrivial eigenvalue for a system of \(p\)-Laplacians with Neumann and Dirichlet boundary conditions (Q272723) (← links)
• The shape of expansion induced by a line with fast diffusion in Fisher-KPP equations (Q273199) (← links)
• Entire solutions of fully nonlinear elliptic equations with a superlinear gradient term (Q275294) (← links)
• Viscosity solutions to quaternionic Monge-Ampère equations (Q276721) (← links)
• Obstacle problems and maximal operators (Q278869) (← links)
• Local regularity for time-dependent tug-of-war games with varying probabilities (Q281671) (← links)
• Viscosity solutions of fully nonlinear parabolic path dependent PDEs. I. (Q282508) (← links)
• Limit problems for a fractional \(p\)-Laplacian as \(p\to\infty\) (Q282621) (← links)
• Existence of nonnegative viscosity solutions for a class of problems involving the \(\infty\)-Laplacian (Q282628) (← links)
• The exact asymptotic behavior of blow-up solutions to a highly degenerate elliptic problem (Q284253) (← links)
• Partial differential equation for evolution of star-shaped reachability domains of differential inclusions (Q288337) (← links)
• On the inequality \(F(x,D^2u)\geq f(u) +g(u)| Du|^q\) (Q289851) (← links)
• The stochastic reach-avoid problem and set characterization for diffusions (Q290823) (← links)
• On singular control problems with state constraints and regime-switching: a viscosity solution approach (Q290828) (← links)
• Stochastic Perron for stochastic target games (Q292921) (← links)
• Dividend maximization in a hidden Markov switching model (Q293597) (← links)
• Apollonian structure in the abelian sandpile (Q295854) (← links)
• Initial boundary value problem of an equation from mathematical finance (Q295950) (← links)
• Efficiency of the price formation process in presence of high frequency participants: a mean field game analysis (Q300838) (← links)
• Liouville properties and critical value of fully nonlinear elliptic operators (Q305403) (← links)
• Consumption-investment problem with transaction costs for Lévy-driven price processes (Q309169) (← links)
• Large deviations for finite state Markov jump processes with mean-field interaction via the comparison principle for an associated Hamilton-Jacobi equation (Q315664) (← links)
• Optimal liquidation in a finite time regime switching model with permanent and temporary pricing impact (Q316889) (← links)
• Viscosity solutions of fully nonlinear parabolic path dependent PDEs. II (Q317470) (← links)
• Asymptotic behavior of a nonlocal KPP equation with an almost periodic nonlinearity (Q321627) (← links)
• The Dirichlet problem with prescribed interior singularities (Q323732) (← links)
• On a parabolic Hamilton-Jacobi-Bellman equation degenerating at the boundary (Q324001) (← links)
• A priori estimates for the obstacle problem of hessian type equations on Riemannian manifolds (Q324043) (← links)
• Weak KAM theory for Hamilton-Jacobi equations depending on unknown functions (Q325260) (← links)
• The limit as \({p\to\infty}\) in the eigenvalue problem for a system of \(p\)-Laplacians (Q325965) (← links)
• Regular finite fuel stochastic control problems with exit time (Q328524) (← links)
• Viscosity solutions of second order partial differential equations with boundary conditions on Riemannian manifolds (Q329810) (← links)
• Liquidity management with decreasing returns to scale and secured credit line (Q331354) (← links)
• An optimal control model of carbon reduction and trading (Q338652) (← links)