Pages that link to "Item:Q5966565"
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The following pages link to Equqtions D'Hamilton-Jacobi Du Premier Ordre Avec Termes Intégro-Différentiels (Q5966565):
Displayed 27 items.
- Optimal continuous dependence estimates for fractional degenerate parabolic equations (Q398708) (← links)
- Lipschitz regularity of solutions for mixed integro-differential equations (Q424430) (← links)
- Regularity results and large time behavior for integro-differential equations with coercive Hamiltonians (Q493194) (← links)
- Classical and impulse control for the optimization of dividend and proportional reinsurance policies with regime switching (Q613607) (← links)
- Viscosity solutions for a system of integro-PDEs and connections to optimal switching and control of jump-diffusion processes (Q708865) (← links)
- A new definition of viscosity solutions for a class of second-order degenerate elliptic integro-differential equations (Q850174) (← links)
- Error estimates for approximate solutions to Bellman equations associated with controlled jump-diffusions (Q943366) (← links)
- Non-local Hamilton-Jacobi equations arising in dislocation dynamics (Q987774) (← links)
- Dynamic mean-variance problem with constrained risk control for the insurers (Q1006562) (← links)
- On Neumann problems for nonlocal Hamilton-Jacobi equations with dominating gradient terms (Q1674626) (← links)
- Continuous dependence estimates for viscosity solutions of integro-PDEs (Q1779287) (← links)
- Viscosity solutions of nonlinear integro-differential equations (Q1814669) (← links)
- On solutions of a partial integro-differential equation in Bessel potential spaces with applications in option pricing models (Q2227316) (← links)
- Optimal control of infinite-dimensional piecewise deterministic Markov processes: a BSDE approach. Application to the control of an excitable cell membrane (Q2232766) (← links)
- Optimal dividend policies for compound Poisson processes: the case of bounded dividend rates (Q2444704) (← links)
- Regularization by \(\frac{1}{2}\)-Laplacian and vanishing viscosity approximation of HJB equations (Q2637794) (← links)
- Existence, Uniqueness, and Asymptotic Behavior for Nonlocal Parabolic Problems with Dominating Gradient Terms (Q2802694) (← links)
- Existence and Uniqueness for Integro-Differential Equations with Dominating Drift Terms (Q2926034) (← links)
- Optimal Reinsurance and Dividend Strategies Under the Markov-Modulated Insurance Risk Model (Q3068104) (← links)
- Uniform Equicontinuity for a Family of Zero Order Operators Approaching the Fractional Laplacian (Q3448244) (← links)
- Fractional semi-linear parabolic equations with unbounded data (Q3625574) (← links)
- User’s guide to viscosity solutions of second order partial differential equations (Q4016740) (← links)
- Optimal Selling of an Asset with Jumps Under Incomplete Information (Q4585004) (← links)
- Viscosity solutions and the pricing of European-style options in a Markov-modulated exponential Lévy model (Q5086465) (← links)
- Coupling Lévy measures and comparison principles for viscosity solutions (Q5241485) (← links)
- Constrained BSDEs Driven by a Non-Quasi-Left-Continuous Random Measure and Optimal Control of PDMPs on Bounded Domains (Q5244156) (← links)
- Optimal consumption and portfolio in a jump diffusion market with proportional transaction costs (Q5939297) (← links)