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.

• A remark on the definitions of viscosity solutions for the integro-differential equations with Lévy operators (Q930282) (← links)
• A mixed singular/switching control problem for a dividend policy with reversible technology investment (Q930682) (← links)
• Viscosity solutions to second order partial differential equations on Riemannian manifolds (Q932271) (← links)
• Generalized motion of level sets by functions of their curvatures on Riemannian manifolds (Q933764) (← links)
• \(C^1\)-regularity of the Aronsson equation in \(\mathbb{R}^2\) (Q935267) (← links)
• Lipschitz-continuous local isometric immersions: rigid maps and origami (Q935286) (← links)
• The adapted solution and comparison theorem for backward stochastic differential equations with Poisson jumps and applications (Q936592) (← links)
• Geodesic active contour under geometrical conditions: theory and 3D applications (Q937172) (← links)
• Classical solutions of linear regulator for degenerate diffusions (Q937470) (← links)
• Harnack inequalities and ABP estimates for nonlinear second-order elliptic equations in unbounded domains (Q938379) (← links)
• Simple singularities for Hamilton-Jacobi equations with max-concave Hamiltonians and generalized characteristics (Q939109) (← links)
• The order completion method for systems of nonlinear PDEs: pseudo-topological perspectives (Q941650) (← links)
• Error estimates for approximate solutions to Bellman equations associated with controlled jump-diffusions (Q943366) (← links)
• Exponentially growing solutions of parabolic Isaacs' equations (Q947569) (← links)
• The Neumann problem for singular fully nonlinear operators (Q950547) (← links)
• Two-factor convertible bonds valuation using the method of characteristics/finite elements (Q951392) (← links)
• Optimal consumption and investment strategies with a perishable and an indivisible durable consumption good (Q951456) (← links)
• Infinite reload options: pricing and analysis (Q952078) (← links)
• Stochastic optimal control of ultradiffusion processes with application to dynamic portfolio management (Q952084) (← links)
• Continuous dependence results for non-linear Neumann type boundary value problems (Q952097) (← links)
• Computation of reservation prices of options with proportional transaction costs (Q956510) (← links)
• On the infinite time solution to state-constrained stochastic optimal control problems (Q958273) (← links)
• Long-run average welfare in a pollution accumulation model (Q959758) (← links)
• Solving optimal growth models with vintage capital: The dynamic programming approach (Q960261) (← links)
• On the uniqueness of a solution of a two-phase free boundary problem (Q961508) (← links)
• Optimal dividend payments in the stochastic Ramsey model (Q963030) (← links)
• The obstacle version of the geometric dynamic programming principle: application to the pricing of American options under constraints (Q964746) (← links)
• Backward SDEs with constrained jumps and quasi-variational inequalities (Q964784) (← links)
• Rates of convergence for the homogenization of fully nonlinear uniformly elliptic PDE in random media (Q967585) (← links)
• A nonconforming Morley finite element method for the fully nonlinear Monge-Ampère equation (Q972581) (← links)
• A short proof of the \(C^{0,\alpha }\)-regularity of viscosity subsolutions for superquadratic viscous Hamilton-Jacobi equations and applications (Q975238) (← links)
• Ergodicity of Hamilton-Jacobi equations with a noncoercive nonconvex Hamiltonian in \(\mathbb R^2/\mathbb Z^2\) (Q975292) (← links)
• Nonlinear diffusion with a bounded stationary level surface (Q975298) (← links)
• Gradient estimates for viscosity solutions of singular fully nonlinear elliptic equations (Q977494) (← links)
• On the Hamilton-Jacobi equation for a harmonic oscillator (Q977705) (← links)
• A stochastic approach to a multivalued Dirichlet-Neumann problem (Q980999) (← links)
• Long-time asymptotics for fully nonlinear homogeneous parabolic equations (Q982180) (← links)
• Biased tug-of-war, the biased infinity Laplacian, and comparison with exponential cones (Q982182) (← links)
• Regularity and uniqueness of the first eigenfunction for singular fully nonlinear operators (Q983282) (← links)
• Discontinuous control problems for non-convex dynamics and near viability for singularly perturbed control systems (Q988158) (← links)
• On a viscous Hamilton-Jacobi equation with an unbounded potential term (Q988828) (← links)
• The limit as \(p(x)\rightarrow \infty \) of solutions to the inhomogeneous Dirichlet problem of the \(p(x)\)-Laplacian (Q988853) (← links)
• Optimal investment policy and dividend payment strategy in an insurance company (Q990379) (← links)
• Implementation of a diffusive differential reassignment method for signal enhancement: an application to wolf population counting (Q990610) (← links)
• Convexity of solutions and \(C^{1,1}\) estimates for fully nonlinear elliptic equations (Q995460) (← links)
• Steklov eigenvalues for the \(\infty\)-Laplacian (Q996935) (← links)
• Convex functions on Carnot groups (Q997813) (← links)
• Symmetry results for viscosity solutions of fully nonlinear uniformly elliptic equations (Q997829) (← links)
• Uniqueness and nonuniqueness of viscosity solutions to Aronsson's equation (Q1000551) (← links)
• A microscopic time scale approximation to the behavior of the local slope on the faceted surface under a nonuniformity in supersaturation (Q1000709) (← links)