Pages that link to "Item:Q2433289"
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The following pages link to A ``maximum principle for semicontinuous functions'' applicable to integro-partial differential equations (Q2433289):
Displaying 50 items.
- Regularity results for fully nonlinear parabolic integro-differential operators (Q383596) (← links)
- Systems of variational inequalities for non-local operators related to optimal switching problems: existence and uniqueness (Q470888) (← links)
- On nonlocal quasilinear equations and their local limits (Q501636) (← links)
- Relationship between MP and DPP for the stochastic optimal control problem of jump diffusions (Q535333) (← links)
- Nonlinear diffusion of dislocation density and self-similar solutions (Q625441) (← links)
- Viscosity solutions for a system of integro-PDEs and connections to optimal switching and control of jump-diffusion processes (Q708865) (← links)
- On existence and uniqueness of viscosity solutions for second order fully nonlinear PDEs with Caputo time fractional derivatives (Q723758) (← links)
- Existence and uniqueness of viscosity solutions for QVI associated with impulse control of jump-diffusions (Q734661) (← links)
- The maximum principle for semicontinuous functions (Q757723) (← links)
- On fractional and nonlocal parabolic mean field games in the whole space (Q822752) (← links)
- Systems of integro-PDEs with interconnected obstacles and multi-modes switching problem driven by Lévy process (Q889849) (← links)
- Uniqueness of viscosity solutions for a class of integro-differential equations (Q889860) (← links)
- Finite and infinite speed of propagation for porous medium equations with nonlocal pressure (Q890190) (← links)
- Second-order elliptic integro-differential equations: viscosity solutions' theory revisited (Q930019) (← links)
- A remark on the definitions of viscosity solutions for the integro-differential equations with Lévy operators (Q930282) (← links)
- Error estimates for approximate solutions to Bellman equations associated with controlled jump-diffusions (Q943366) (← links)
- Weak and strong maximum principles for semicontinuous functions. (Q1413036) (← links)
- Aleksandrov-Bakelman-Pucci maximum principles for a class of uniformly elliptic and parabolic integro-PDE (Q1686093) (← links)
- Singular risk-neutral valuation equations (Q1761441) (← links)
- A non-local regularization of first order Hamilton-Jacobi equations (Q1772323) (← links)
- Continuous dependence estimates for viscosity solutions of integro-PDEs (Q1779287) (← 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)
- Min-max formulas for nonlocal elliptic operators on Euclidean space (Q1985850) (← links)
- \(G\)-Lévy processes under sublinear expectations (Q2038276) (← links)
- On the maximum principles and the quantitative version of the Hopf lemma for uniformly elliptic integro-differential operators (Q2048589) (← links)
- Monotone systems involving variable-order nonlocal operators (Q2075303) (← links)
- Fractional filter method for recovering the historical distribution for diffusion equations with coupling operator of local and nonlocal type (Q2118961) (← links)
- Comparison principles for nonlocal Hamilton-Jacobi equations (Q2158221) (← links)
- ABP maximum principles for fully nonlinear integro-differential equations with unbounded inhomogeneous terms (Q2218205) (← links)
- Stochastic control of SDEs associated with Lévy generators and application to financial optimization (Q2266834) (← links)
- On a class of singular stochastic control problems driven by Lévy noise (Q2274296) (← links)
- Block trading: building up a stock position under a regime switching model (Q2283673) (← links)
- Stochastic representations for solutions to parabolic Dirichlet problems for nonlocal Bellman equations (Q2299580) (← links)
- Min-max formulas for nonlocal elliptic operators (Q2338497) (← links)
- Perron's method for nonlocal fully nonlinear equations (Q2362327) (← links)
- Remarks on Schauder estimates and existence of classical solutions for a class of uniformly parabolic Hamilton-Jacobi-Bellman integro-PDEs (Q2419930) (← links)
- Finite and infinite speed of propagation for porous medium equations with fractional pressure (Q2438576) (← links)
- On Neumann and oblique derivatives boundary conditions for nonlocal elliptic equations (Q2438813) (← links)
- Stochastic differential equations with polar-decomposed Lévy measures and applications to stochastic optimization (Q2477579) (← links)
- Fractal first-order partial differential equations (Q2505217) (← links)
- Existence, uniqueness and regularity of solutions to systems of nonlocal obstacle problems related to optimal switching (Q2633720) (← links)
- Maximum principles for the \(P\)-function of the form \(P=g(u)|\nabla u|^2+c\int_0^u f(s)g(s)ds\) in \(\Omega\subset \mathbb{R}^2\) (Q2771160) (← links)
- Nonlinear Lévy processes and their characteristics (Q2826754) (← links)
- Two-dimensional integral inequalities and applications to partial differential equations with ``maxima'' (Q2834958) (← links)
- LIQUIDATION OF A LARGE BLOCK OF STOCK WITH REGIME SWITCHING (Q3005847) (← links)
- The Minimal Entropy Martingale Measure and Numerical Option Pricing for the Barndorff–Nielsen–Shephard Stochastic Volatility Model (Q3182399) (← links)
- An Optimal Control Problem Associated with SDEs Driven by Lévy-Type Processes (Q3506297) (← links)
- Risk minimizing portfolios and HJBI equations for stochastic differential games (Q3518568) (← links)
- ERROR ESTIMATES FOR A CLASS OF FINITE DIFFERENCE-QUADRATURE SCHEMES FOR FULLY NONLINEAR DEGENERATE PARABOLIC INTEGRO-PDES (Q3520561) (← links)
