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.

• Harnack type estimates for nonlinear elliptic systems and applications (Q1886253) (← links)
• Stochastic viscosity solutions for nonlinear stochastic partial differential equations. I (Q1888754) (← links)
• Stochastic viscosity solutions for nonlinear stochastic partial differential equations. II. (Q1888755) (← links)
• A penalty method for American options with jump diffusion processes (Q1889909) (← links)
• Numerical schemes for investment models with singular transactions (Q1890892) (← links)
• Generalized motion by mean curvature as a macroscopic limit of stochastic Ising models with long range interactions and Glauber dynamics (Q1894854) (← links)
• Generalized motion by mean curvature with Neumann conditions and the Allen-Cahn model for phase transitions (Q1897238) (← links)
• Multi-asset portfolio selection problem with transaction costs (Q1897670) (← links)
• Generalized motion of noncompact hypersurfaces with velocity having arbitrary growth on the curvature tensor (Q1897779) (← links)
• Convergence of the phase-field equations to the Mullins-Sekerka problem with kinetic undercooling (Q1898372) (← links)
• Mean curvature flow through singularities for surfaces of rotation (Q1904555) (← links)
• Risk-sensitive and risk-neutral control for continuous-time hidden Markov models (Q1917179) (← links)
• Behavior of solutions to nonlinear parabolic equations at large time (Q1921796) (← links)
• Optimal securitization of credit portfolios via impulse control (Q1932538) (← links)
• Uniqueness for integro-PDE in Hilbert spaces (Q1935429) (← links)
• A probabilistic-numerical approximation for an obstacle problem arising in game theory (Q1935502) (← links)
• Generalized stochastic target problems for pricing and partial hedging under loss constraints -- application in optimal book liquidation (Q1936827) (← links)
• Erratum to: Asset price bubbles from heterogeneous beliefs about mean reversion rates (Q1936835) (← links)
• A homogenization approach for the motion of motor proteins (Q1938512) (← links)
• Optimal stopping under ambiguity in continuous time (Q1938957) (← links)
• Stochastic differential games with reflection and related obstacle problems for Isaacs equations (Q1942154) (← links)
• Degenerate homogeneous parabolic equations associated with the infinity-Laplacian (Q1942236) (← links)
• Large deviations principle by viscosity solutions: the case of diffusions with oblique Lipschitz reflections (Q1943324) (← links)
• On the calculus of limiting subjets on Riemannian manifolds (Q1943603) (← links)
• Optimal portfolio and consumption selection with default risk (Q1946970) (← links)
• A comparison principle for some types of elliptic equations (Q1952492) (← links)
• A new Markov selection procedure for degenerate diffusions (Q1960235) (← links)
• A nonlinear oblique derivative boundary value problem for the heat equation. II: Singular self-similar solutions (Q1961844) (← links)
• Homogenization of Hamilton-Jacobi equations in perforated sets (Q1970035) (← links)
• Qualitative properties of trajectories of control systems: a survey (Q1972685) (← links)
• On semicontinuous solutions for general Hamilton-Jacobi equations (Q1976859) (← links)
• Regularity of flat free boundaries for a \(p(x)\)-Laplacian problem with right hand side (Q1979250) (← links)
• Asymptotic expansion at infinity of solutions of Monge-Ampère type equations (Q1979254) (← links)
• Stochastic homogenization of a class of quasiconvex viscous Hamilton-Jacobi equations in one space dimension (Q1981750) (← links)
• Interior regularity results for fractional elliptic equations that degenerate with the gradient (Q1981756) (← links)
• Convergence \& rates for Hamilton-Jacobi equations with Kirchoff junction conditions (Q1986973) (← links)
• Boundary pointwise \(C^{1, \alpha }\) and \(C^{2, \alpha }\) regularity for fully nonlinear elliptic equations (Q1989432) (← links)
• A Brownian optimal switching problem under incomplete information (Q1990035) (← links)
• Existence and uniqueness of reflecting diffusions in cusps (Q1990215) (← links)
• On some degenerate elliptic equations arising in geometric problems (Q1991388) (← links)
• Unidirectional evolution equations of diffusion type (Q1993955) (← links)
• Consuming durable goods when stock markets jump: a strategic asset allocation approach (Q1994529) (← links)
• Averaging of Hamilton-Jacobi equations along divergence-free vector fields (Q1995555) (← links)
• Strong convergence of the gradients for \(p\)-Laplacian problems as \(p \rightarrow \infty \) (Q1995802) (← links)
• Fully nonlinear degenerate equations with sublinear gradient term (Q1996291) (← links)
• Singular optimal controls for stochastic recursive systems under convex control constraint (Q1996318) (← links)
• Existence and uniqueness of viscosity solutions for nonlinear variational inequalities associated with mixed control (Q1997191) (← links)
• A finite difference scheme for variational inequalities arising in stochastic control problems with several singular control variables (Q1997321) (← links)
• Fishery management under poorly known dynamics (Q2001478) (← links)
• Forward backward SDEs in weak formulation (Q2001569) (← links)