Pages that link to "Item:Q4016740"
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The following pages link to User’s guide to viscosity solutions of second order partial differential equations (Q4016740):
Displaying 50 items.
- Convex viscosity solutions and state constraints (Q1357069) (← links)
- On the continuity of the \(m\)th root of a continuous nonnegative definite matrix-valued function (Q1359553) (← links)
- On differential games for infinite-dimensional systems with nonlinear, unbounded operators (Q1364759) (← links)
- Nonlinear potentials of the Cauchy-Dirichlet problem for the integrodifferential Bellman equation (Q1366386) (← links)
- Relaxation approximation to front propagation (Q1366811) (← links)
- Viscosity solution theory of a class of nonlinear degenerate parabolic equations. I: Uniqueness and existence of viscosity solutions (Q1367246) (← links)
- Generalized monotonicity of subdifferentials and generalized convexity (Q1367798) (← links)
- On steady boundaries under the scheme of viscosity solutions (Q1368601) (← links)
- Backwards SDE with random terminal time and applications to semilinear elliptic PDE (Q1370224) (← links)
- Local estimates of normal second derivatives for solutions of the Dirichlet problem for the prescribed quotient curvature equations (Q1376818) (← links)
- Asset allocation with time variation in expected returns (Q1381452) (← links)
- Cauchy-Dirichlet problem for first order nonlinear systems (Q1381531) (← links)
- General existence theorems for Hamilton-Jacobi equations in the scalar and vectorial cases (Q1384837) (← links)
- Optimal consumption and portfolio choice with borrowing constraints (Q1385278) (← links)
- Galerkin approximations of the generalized Hamilton-Jacobi-Bellman equation (Q1388109) (← links)
- Hedging in incomplete markets with HARA utility (Q1391763) (← links)
- Viscosity solutions of fully nonlinear parabolic systems. (Q1399325) (← links)
- An adaptive mesh redistribution method for nonlinear Hamilton--Jacobi equations in two- and three-dimensions. (Q1399660) (← links)
- High-order semi-discrete central-upwind schemes for multi-dimensional Hamilton-Jacobi equations (Q1401133) (← links)
- Entropy solutions to a strongly degenerate anisotropic convection--diffusion equation with application to utility theory (Q1406983) (← links)
- A new domain decomposition method for an HJB equation. (Q1410862) (← links)
- The Lax solution to a Hamilton-Jacobi equation and its generalizations. II (Q1412236) (← links)
- Monopolists and viscous demand. (Q1416506) (← links)
- Mean-variance hedging for pricing European-type contingent claims with transaction costs. (Q1421067) (← links)
- A probabilistic approach to second order variational inequalities with bilateral constraints (Q1425696) (← links)
- Isolated singularities for some types of curvature equations. (Q1426092) (← links)
- On the generalized Dirichlet problem for viscous Hamilton--Jacobi equations. (Q1429970) (← links)
- Hamilton-Jacobi-Bellman equations for the optimal control of the Duncan-Mortensen-Zakai equation (Q1567418) (← links)
- On the Liouville property for fully nonlinear equations (Q1570044) (← links)
- Heat flows and related minimization problem in image restoration (Q1570158) (← links)
- Image denoising and segmentation via nonlinear diffusion (Q1570160) (← links)
- On the domain dependence of solutions to the two-phase Stefan problem. (Q1581354) (← links)
- Stochastic hybrid control (Q1584642) (← links)
- A modified binomial tree method for currency lookback options (Q1586084) (← links)
- Comparison theorems for viscosity solutions of a system of quasivariational inequalities with application to optimal control with switching costs (Q1589945) (← links)
- Incentive compatibility constraints and dynamic programming in continuous time (Q1592522) (← links)
- Martingale problems for large deviations of Markov processes (Q1593632) (← links)
- On global discontinuous solutions of Hamilton-Jacobi equations (Q1598472) (← links)
- Regularity properties of viscosity solutions of a non-Hörmander degenerate equation (Q1606256) (← links)
- Smoothness of Lipschitz-continuous graphs with nonvanishing Levi curvature (Q1611558) (← links)
- Risk-sensitive control and differential games in infinite dimensions (Q1612591) (← links)
- Nonlocal geometric expansion of convex planar curves (Q1614747) (← links)
- Viscosity solutions of systems of variational inequalities with interconnected bilateral obstacles of non-local type (Q1616373) (← links)
- A viscosity approach to the Dirichlet problem for degenerate complex Hessian-type equations (Q1616820) (← links)
- Regularity properties in a state-constrained expected utility maximization problem (Q1616834) (← links)
- Option pricing with linear market impact and nonlinear Black-Scholes equations (Q1617139) (← links)
- Time-consistent mean-variance portfolio optimization: a numerical impulse control approach (Q1622505) (← links)
- Generalized crystalline evolutions as limits of flows with smooth anisotropies (Q1625440) (← links)
- On positive solutions of fully nonlinear degenerate Lane-Emden type equations (Q1627720) (← links)
- Viscosity solutions to inhomogeneous Aronsson's equations involving Hamiltonians \(\langle A(x)p,p\rangle \) (Q1628773) (← links)
