Pages that link to "Item:Q4016740"
From MaRDI portal
The following pages link to User’s guide to viscosity solutions of second order partial differential equations (Q4016740):
Displaying 50 items.
- An approximation scheme for Black-Scholes equations with delays (Q601061) (← links)
- Concavity maximum principle for viscosity solutions of singular equations (Q601747) (← links)
- Viscosity solutions for systems of parabolic variational inequalities (Q605043) (← links)
- Strong approximations of BSDEs in a domain (Q605887) (← links)
- On the large time behavior of solutions of the Dirichlet problem for subquadratic viscous Hamilton-Jacobi equations (Q606643) (← links)
- Harnack inequality for singular fully nonlinear operators and some existence results (Q607800) (← links)
- Viscosity solutions and American option pricing in a stochastic volatility model of the Ornstein-Uhlenbeck type (Q609727) (← links)
- The Chebyshev spectral viscosity method for the time dependent eikonal equation (Q611735) (← links)
- On the differentiability of the solution to the Hamilton-Jacobi equation with critical fractional diffusion (Q616913) (← links)
- Fast finite difference solvers for singular solutions of the elliptic Monge-Ampère equation (Q617484) (← links)
- Alexandroff-Bakelman-Pucci estimate and Harnack inequality for degenerate/singular fully non-linear elliptic equations (Q618282) (← links)
- Properties of a level set algorithm for the visibility problems (Q618356) (← links)
- The flexible, extensible and efficient toolbox of level set methods (Q618363) (← links)
- Vanishing moment method and moment solutions for fully nonlinear second order partial differential equations (Q618430) (← links)
- Bump solutions for the mesoscopic Allen-Cahn equation in periodic media (Q618745) (← links)
- Equivalence of viscosity and weak solutions for the \(p(x)\)-Laplacian (Q619861) (← links)
- Weak KAM aspects of convex Hamilton-Jacobi equations with Neumann type boundary conditions (Q619894) (← links)
- Function spaces and capacity related to a sublinear expectation: application to \(G\)-Brownian motion paths (Q623470) (← links)
- Fujita type exponent for fully nonlinear parabolic equations and existence results (Q624610) (← links)
- Nonlinear diffusion of dislocation density and self-similar solutions (Q625441) (← links)
- On the existence of viscosity solutions for the parabolic differential-functional Cauchy problem (Q626037) (← links)
- A homogenization approach to flashing ratchets (Q628701) (← links)
- A (rough) pathwise approach to a class of non-linear stochastic partial differential equations (Q631661) (← links)
- Keller-Osserman type conditions for differential inequalities with gradient terms on the Heisenberg group (Q631873) (← links)
- A mathematical modeling for the lookback option with jump-diffusion using binomial tree method (Q633968) (← links)
- Existence's results for parabolic problems related to fully non linear operators degenerate or singular (Q634191) (← links)
- Illiquidity, position limits, and optimal investment for mutual funds (Q634528) (← links)
- Monotonicity of solutions of fully nonlinear uniformly elliptic equations in the half-plane (Q635433) (← links)
- Long-time asymptotic solutions of convex Hamilton-Jacobi equations with Neumann type boundary conditions (Q635772) (← links)
- Viscosity solutions to second order parabolic PDEs on Riemannian manifolds (Q637509) (← links)
- Optimal selling rule in a regime switching Lévy market (Q638071) (← links)
- Stochastic viscosity solutions for SPDEs with continuous coefficients (Q638459) (← links)
- Singular solutions of Hessian fully nonlinear elliptic equations (Q639567) (← links)
- Solvability via viscosity solutions for a model of phase transitions driven by configurational forces (Q640046) (← links)
- Estimates for \(p\)-harmonic functions vanishing on a flat (Q642547) (← links)
- Pseudo-almost periodic viscosity solutions of second-order nonlinear parabolic equations (Q642559) (← links)
- Optimal control of the risk process in a regime-switching environment (Q642895) (← links)
- Convexity and semiconvexity along vector fields (Q645006) (← links)
- Stochastic representation for solutions of Isaacs' type integral-partial differential equations (Q645592) (← links)
- Travelling wave solutions for a quasilinear model of field dislocation mechanics (Q645787) (← links)
- On the value function of weakly coercive problems in nonlinear stochastic control (Q647499) (← links)
- The Peierls-Nabarro model as a limit of a Frenkel-Kontorova model (Q649756) (← links)
- Analysis of Galerkin methods for the fully nonlinear Monge-Ampère equation (Q649959) (← links)
- Option hedging for small investors under liquidity costs (Q650751) (← links)
- On Kolmogorov equations for anisotropic multivariate Lévy processes (Q650769) (← links)
- Explicit singular viscosity solutions of the Aronsson equation (Q650862) (← links)
- A PDE approach to small stochastic perturbations of Hamiltonian flows (Q652502) (← links)
- Semilinear backward doubly stochastic differential equations and SPDEs driven by fractional Brownian motion with Hurst parameter in \((0,1/2)\) (Q653654) (← links)
- A study of tilt-stable optimality and sufficient conditions (Q654066) (← links)
- Large traders and illiquid options: hedging vs. manipulation (Q658638) (← links)
