Pages that link to "Item:Q930019"

The following pages link to Second-order elliptic integro-differential equations: viscosity solutions' theory revisited (Q930019):

Displaying 50 items.

• Stochastic optimization theory of backward stochastic differential equations with jumps and viscosity solutions of Hamilton-Jacobi-Bellman equations (Q1005288) (← links)
• Analog of Saint-Venant's principle for a second-order elliptic equation and its applications (Q1065250) (← links)
• Viscosity solutions of systems of variational inequalities with interconnected bilateral obstacles of non-local type (Q1616373) (← links)
• Interior regularity results for zeroth order operators approaching the fractional Laplacian (Q1618141) (← links)
• Optimal investment and consumption for an insurer with high-watermark performance fee (Q1665626) (← links)
• Continuous viscosity solutions for nonlocal Dirichlet problems with coercive gradient terms (Q1674586) (← links)
• On Neumann problems for nonlocal Hamilton-Jacobi equations with dominating gradient terms (Q1674626) (← links)
• Aleksandrov-Bakelman-Pucci maximum principles for a class of uniformly elliptic and parabolic integro-PDE (Q1686093) (← links)
• Controlled mean-field backward stochastic differential equations with jumps involving the value function (Q1691939) (← links)
• Joint time-state generalized semiconcavity of the value function of a jump diffusion optimal control problem (Q1729834) (← links)
• The effect of forest dislocations on the evolution of a phase-field model for plastic slip (Q1729849) (← links)
• Weakly coupled systems of parabolic Hamilton-Jacobi equations with Caputo time derivative (Q1729867) (← links)
• Large time behavior of solutions of local and nonlocal nondegenerate Hamilton-Jacobi equations with Ornstein-Uhlenbeck operator (Q1733886) (← links)
• Uniqueness for integro-PDE in Hilbert spaces (Q1935429) (← links)
• Regularity results for fully nonlinear integro-differential operators with nonsymmetric positive kernels: subcritical case (Q1935438) (← links)
• Regularity for solutions of nonlocal, nonsymmetric equations (Q1947419) (← links)
• Interior regularity results for fractional elliptic equations that degenerate with the gradient (Q1981756) (← links)
• Min-max formulas for nonlocal elliptic operators on Euclidean space (Q1985850) (← links)
• Optimal dividends in the dual model under transaction costs (Q2015482) (← links)
• A Liouville type theorem for Lane-Emden systems involving the fractional Laplacian (Q2017813) (← links)
• Some results for the large time behavior of Hamilton-Jacobi equations with Caputo time derivative (Q2030785) (← links)
• \(G\)-Lévy processes under sublinear expectations (Q2038276) (← links)
• Optimal oil production and taxation under mean reverting jump diffusion models (Q2059945) (← links)
• Monotone systems involving variable-order nonlocal operators (Q2075303) (← links)
• Regularity results for solutions of mixed local and nonlocal elliptic equations (Q2081440) (← links)
• Maximum principles and related problems for a class of nonlocal extremal operators (Q2082725) (← links)
• Backward reachability approach to state-constrained stochastic optimal control problem for jump-diffusion models (Q2110493) (← links)
• Hamilton-Jacobi-Bellman-Isaacs equation for rational inattention in the long-run management of river environments under uncertainty (Q2122611) (← links)
• Fully nonlinear free transmission problems with nonhomogeneous degeneracies (Q2141693) (← links)
• Optimal renewable resource harvesting model using price and biomass stochastic variations: a utility based approach (Q2148918) (← links)
• A spectral dominance approach to large random matrices (Q2153707) (← links)
• Comparison principles for nonlocal Hamilton-Jacobi equations (Q2158221) (← links)
• Fractional convexity (Q2160222) (← links)
• A note on quasilinear equations with fractional diffusion (Q2167455) (← links)
• On infinitesimal generators of sublinear Markov semigroups (Q2231238) (← links)
• Deep ReLU network expression rates for option prices in high-dimensional, exponential Lévy models (Q2238770) (← links)
• Large time behavior of periodic viscosity solutions for uniformly parabolic integro-differential equations (Q2248849) (← links)
• Statistical inference for misspecified ergodic Lévy driven stochastic differential equation models (Q2274269) (← links)
• On a class of singular stochastic control problems driven by Lévy noise (Q2274296) (← links)
• Large deviations of Markov chains with multiple time-scales (Q2274301) (← links)
• Aleksandrov-Bakelman-Pucci type estimates for integro-differential equations (Q2276344) (← links)
• Some free boundary problems recast as nonlocal parabolic equations (Q2278473) (← links)
• A priori Lipschitz estimates for solutions of local and nonlocal Hamilton-Jacobi equations with Ornstein-Uhlenbeck operator (Q2280497) (← links)
• Singular limits for models of selection and mutations with heavy-tailed mutation distribution (Q2286495) (← links)
• Stochastic representations for solutions to parabolic Dirichlet problems for nonlocal Bellman equations (Q2299580) (← links)
• Jensen's inequality under nonlinear expectation generated by BSDE with jumps (Q2300529) (← links)
• A limiting obstacle type problem for the inhomogeneous \(p\)-fractional Laplacian (Q2311085) (← links)
• On the controller-stopper problems with controlled jumps (Q2318101) (← links)
• Front propagation for integro-differential KPP reaction-diffusion equations in periodic media (Q2330912) (← links)
• Optimal investment and dividend for an insurer under a Markov regime switching market with high gain tax (Q2338478) (← links)