Pages that link to "Item:Q4016740"
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The following pages link to User’s guide to viscosity solutions of second order partial differential equations (Q4016740):
Displaying 50 items.
- Optimal control with random parameters: a multiscale approach (Q431771) (← links)
- Null controllability of viscous Hamilton-Jacobi equations (Q432260) (← links)
- The exterior Dirichlet problem for Hessian quotient equations (Q432413) (← links)
- An Aronsson type approach to extremal quasiconformal mappings (Q432477) (← links)
- A short time existence/uniqueness result for a nonlocal topology-preserving segmentation model (Q432484) (← links)
- Convergence of the approximation scheme to American option pricing via the discrete Morse semiflow (Q434251) (← links)
- \(L ^{\infty }\) variational problems with running costs and constraints (Q434357) (← links)
- Second order Hamilton-Jacobi-Bellman equations with an unbounded operator (Q435044) (← links)
- Continuous dependence estimates and homogenization of quasi-monotone systems of fully nonlinear second order parabolic equations (Q435086) (← links)
- Asymptotic mean value properties for the \(p\)-Laplacian (Q435151) (← links)
- Non-local gradient dependent operators (Q436129) (← links)
- Geometric plurisubharmonicity and convexity: an introduction (Q436157) (← links)
- Wellposedness of second order backward SDEs (Q438976) (← links)
- Backward stochastic differential equations with rough drivers (Q439882) (← links)
- Mapped WENO schemes based on a new smoothness indicator for Hamilton-Jacobi equations (Q442489) (← links)
- Homogenization of the Peierls-Nabarro model for dislocation dynamics (Q444923) (← links)
- Solutions to an inhomogeneous equation involving infinity Laplacian (Q450611) (← links)
- Stochastic verification theorem of forward-backward controlled systems for viscosity solutions (Q450796) (← links)
- Nonlinear fractional stochastic PDEs and BDSDEs with Hurst parameter in (1/2,1) (Q450798) (← links)
- Small-time asymptotics for fast mean-reverting stochastic volatility models (Q453246) (← links)
- Existence and regularity results for fully nonlinear equations with singularities (Q453306) (← links)
- Financing policies via stochastic control: a dynamic programming approach (Q453634) (← links)
- A viscosity approach to the Dirichlet problem for complex Monge-Ampère equations (Q455637) (← links)
- A non-classical solution to a Hessian equation from Cartan isoparametric cubic (Q456770) (← links)
- Pricing a contingent claim liability with transaction costs using asymptotic analysis for optimal investment (Q457188) (← links)
- An optimal execution problem with market impact (Q457189) (← links)
- A semigroup expansion for pricing barrier options (Q462410) (← links)
- An approximation scheme for the anisotropic and nonlocal mean curvature flow (Q464414) (← links)
- A semi-Lagrangian approximation for the AMSS model of image processing (Q465048) (← links)
- Fronts propagating with signal dependent speed in limited diffusion and related Hamilton-Jacobi formulations (Q465051) (← links)
- A semi-Lagrangian scheme for the game \(p\)-Laplacian via \(p\)-averaging (Q465056) (← links)
- To the theory of viscosity solutions for uniformly elliptic Isaacs equations (Q466244) (← links)
- An error estimate for the finite difference scheme for one-phase obstacle problem (Q471270) (← links)
- Lipschitz continuous viscosity solutions for a class of fully nonlinear equations on Lie groups (Q471993) (← links)
- Regularity for an obstacle problem of hessian equations on Riemannian manifolds (Q473061) (← links)
- On the stochastic homogenization of fully nonlinear uniformly parabolic equations in stationary ergodic spatio-temporal media (Q473066) (← links)
- Large time behavior of solutions for the porous medium equation with a nonlinear gradient source (Q476997) (← links)
- On the growth of positive entire solutions of elliptic PDEs and their gradients (Q478919) (← links)
- Optimal investment and consumption with proportional transaction costs in regime-switching model (Q481779) (← links)
- Quantitative stochastic homogenization of elliptic equations in nondivergence form (Q481822) (← links)
- Asset price bubbles from heterogeneous beliefs about~mean reversion rates (Q483710) (← links)
- Pension funds with a minimum guarantee: a stochastic control approach (Q483716) (← links)
- Proving regularity of the minimal probability of ruin via a game of stopping and control (Q484214) (← links)
- On the free boundary associated with the stationary Monge-Ampère operator on the set of non strictly convex functions (Q484383) (← links)
- The restriction theorem for fully nonlinear subequations (Q486750) (← links)
- Existence and uniqueness of traveling wave for accelerated Frenkel-Kontorova model (Q487958) (← links)
- Quadratic expansions and partial regularity for fully nonlinear uniformly parabolic equations (Q493176) (← links)
- Nonsmooth convex functionals and feeble viscosity solutions of singular Euler-Lagrange equations (Q493181) (← links)
- \(C^{2,\alpha}\) estimates for nonlinear elliptic equations in complex and almost complex geometry (Q493186) (← links)
- Regularity results and large time behavior for integro-differential equations with coercive Hamiltonians (Q493194) (← links)
