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.

• BSDEs with diffusion constraint and viscous Hamilton-Jacobi equations with unbounded data (Q1700380) (← links)
• Optimal harvesting for a logistic growth model with predation and a constant elasticity of variance (Q1703568) (← links)
• A non-local topology-preserving segmentation-guided registration model (Q1704004) (← links)
• Optimal dividend and investment problems under Sparre Andersen model (Q1704145) (← links)
• Reflected solutions of backward stochastic differential equations driven by \(G\)-Brownian motion (Q1705559) (← links)
• Backward stochastic differential equations with rank-based data (Q1705560) (← links)
• On the exterior Dirichlet problem for Hessian quotient equations (Q1706619) (← links)
• Existence, uniqueness and structure of second order absolute minimisers (Q1710980) (← links)
• A limit case in non-isotropic two-phase minimization problems driven by \(p\)-Laplacians (Q1711349) (← links)
• Utility maximisation in a factor model with constant and proportional transaction costs (Q1711719) (← links)
• Pointwise rates of convergence for the Oliker-Prussner method for the Monge-Ampère equation (Q1713401) (← links)
• Representation of asymptotic values for nonexpansive stochastic control systems (Q1713473) (← links)
• Existence and uniqueness of large solutions for a class of non-uniformly elliptic semilinear equations (Q1713995) (← links)
• Robust portfolio decisions for financial institutions (Q1714474) (← links)
• A priori bounds and multiplicity for fully nonlinear equations with quadratic growth in the gradient (Q1715466) (← links)
• The obstacle problem of integro-partial differential equations with applications to stochastic optimal control/stopping problem (Q1717510) (← links)
• Backward stochastic differential equations coupled with value function and related optimal control problems (Q1722493) (← links)
• Comparison theorem for nonlinear path-dependent partial differential equations (Q1725406) (← links)
• Optimal learning before choice (Q1729685) (← links)
• The root solution to the multi-marginal embedding problem: an optimal stopping and time-reversal approach (Q1729695) (← links)
• On a dynamic boundary condition for singular degenerate parabolic equations in a half space (Q1729784) (← links)
• A note on the upper perturbation property and removable sets for fully nonlinear degenerate elliptic PDE (Q1729833) (← links)
• Super-linear propagation for a general, local cane toads model (Q1729840) (← links)
• Weakly coupled systems of parabolic Hamilton-Jacobi equations with Caputo time derivative (Q1729867) (← links)
• Explicit solutions to utility maximization problems in a regime-switching market model via Laplace transforms (Q1730323) (← links)
• The valuation of American passport options: a viscosity solution approach (Q1730402) (← links)
• Singular optimal controls of stochastic recursive systems and Hamilton-Jacobi-Bellman inequality (Q1731857) (← links)
• Stochastic homogenization for reaction-diffusion equations (Q1732573) (← links)
• On uniform large deviations principle for multi-valued SDEs via the viscosity solution approach (Q1733351) (← links)
• Large time behavior of solutions of local and nonlocal nondegenerate Hamilton-Jacobi equations with Ornstein-Uhlenbeck operator (Q1733886) (← links)
• A study of comparison, existence and regularity of viscosity and weak solutions for quasilinear equations in the Heisenberg group (Q1733892) (← links)
• Analysis of splitting methods for solving a partial integro-differential Fokker-Planck equation (Q1734297) (← links)
• Asymptotic behaviour for operators of Grushin type: invariant measure and singular perturbations (Q1734791) (← links)
• Positive solution to extremal Pucci's equations with singular and gradient nonlinearity (Q1735353) (← links)
• Existence, nonexistence and multiplicity results for nonlocal Dirichlet problems (Q1736191) (← links)
• Consumption, investment and healthcare with aging (Q1739055) (← links)
• Maximal solutions for the \(\infty\)-eigenvalue problem (Q1739066) (← links)
• Regularization by noise for stochastic Hamilton-Jacobi equations (Q1740593) (← links)
• Convergence of weak Kähler-Ricci flows on minimal models of positive Kodaira dimension (Q1741979) (← links)
• Interior penalty discontinuous Galerkin methods for second order linear non-divergence form elliptic pdes (Q1743435) (← links)
• The obstacle problem for the infinity fractional Laplacian (Q1743836) (← links)
• Martingale problem under nonlinear expectations (Q1744199) (← links)
• Nonlinear elliptic equations with mixed singularities (Q1745340) (← links)
• Retracted: ``Multidimensional viscosity solution theory of semi-linear partial differential equations'' (Q1746288) (← links)
• The asymptotic behavior of a class of \(\varphi\)-harmonic functions in Orlicz-Sobolev spaces (Q1746770) (← links)
• Itô's calculus under sublinear expectations via regularity of PDEs and rough paths (Q1747795) (← links)
• Subdifferentiable functions satisfy Lusin properties of class \(C^1\) or \(C^2\) (Q1749032) (← links)
• Regularity for fully nonlinear elliptic equations with oblique boundary conditions (Q1750307) (← links)
• Existence of solutions to fully nonlinear elliptic equations with gradient nonlinearity (Q1750721) (← links)
• Optimal control of branching diffusion processes: a finite horizon problem (Q1751960) (← links)