Pages that link to "Item:Q4323360"

The following pages link to The Dirichlet Problem for Semilinear Second-Order Degenerate Elliptic Equations and Applications to Stochastic Exit Time Control Problems (Q4323360):

Displaying 47 items.

• Optimal investment in research and development under uncertainty (Q255103) (← links)
• On a parabolic Hamilton-Jacobi-Bellman equation degenerating at the boundary (Q324001) (← links)
• Financing policies via stochastic control: a dynamic programming approach (Q453634) (← links)
• Uniqueness to elliptic and parabolic Hamilton-Jacobi-Bellman equations with non-smooth boundary (Q704241) (← links)
• Numerical solution of the Hamilton-Jacobi-Bellman formulation for continuous time mean variance asset allocation (Q846513) (← links)
• Hedging with a correlated asset: Solution of a nonlinear pricing PDE (Q859866) (← links)
• Zubov's method for controlled diffusions with state constraints (Q889855) (← links)
• Reflected solutions of backward SDE's, and related obstacle problems for PDE's (Q1356364) (← links)
• On steady boundaries under the scheme of viscosity solutions (Q1368601) (← links)
• Backwards SDE with random terminal time and applications to semilinear elliptic PDE (Q1370224) (← links)
• On the generalized Dirichlet problem for viscous Hamilton--Jacobi equations. (Q1429970) (← links)
• The pricing of Asian options in uncertain volatility model (Q1719127) (← links)
• On some degenerate elliptic equations arising in geometric problems (Q1991388) (← links)
• On the weak convergence of Monge-Ampère measures for discrete convex mesh functions (Q2042533) (← links)
• Variational \(p\)-harmonious functions: existence and convergence to \(p\)-harmonic functions (Q2049934) (← links)
• Complete classification of gradient blow-up and recovery of boundary condition for the viscous Hamilton-Jacobi equation (Q2110283) (← links)
• Convergence of dynamic programming principles for the \(p\)-Laplacian (Q2119564) (← links)
• A level-set approach for stochastic optimal control problems under controlled-loss constraints (Q2198527) (← links)
• Gradient blow-up rates and sharp gradient estimates for diffusive Hamilton-Jacobi equations (Q2204071) (← links)
• Optimal management of pumped hydroelectric production with state constrained optimal control (Q2246663) (← links)
• Verification by stochastic Perron's method in stochastic exit time control problems (Q2252480) (← links)
• Adaptive fixed point iterations for semilinear elliptic partial differential equations (Q2334739) (← links)
• Maximum principle and generalized principal eigenvalue for degenerate elliptic operators (Q2345419) (← links)
• Option prices under liquidity risk as weak solutions of semilinear diffusion equations (Q2410980) (← links)
• Large solutions of elliptic semilinear equations non-degenerate near the boundary (Q2699538) (← links)
• Gradient blowup behavior for a viscous Hamilton-Jacobi equation with degenerate gradient nonlinearity (Q2699811) (← links)
• Generalized Hamilton-Jacobi-Bellman equations with Dirichlet boundary condition and stochastic exit time optimal control problem (Q2796108) (← links)
• Existence, uniqueness, and asymptotic behavior for nonlocal parabolic problems with dominating gradient terms (Q2802694) (← links)
• Existence and Uniqueness for Integro-Differential Equations with Dominating Drift Terms (Q2926034) (← links)
• ON THE CREDIT RISK OF SECURED LOANS WITH MAXIMUM LOAN-TO-VALUE COVENANTS (Q2939927) (← links)
• Nonexistence of nonconstant solutions of some degenerate Bellman equations and applications to stochastic control (Q2994676) (← links)
• On the Continuity of Stochastic Exit Time Control Problems (Q3081438) (← links)
• An $hp$-adaptive Newton-discontinuous-Galerkin finite element approach for semilinear elliptic boundary value problems (Q3177711) (← links)
• Uniform Equicontinuity for a Family of Zero Order Operators Approaching the Fractional Laplacian (Q3448244) (← links)
• Semi-jets on Boundaries and Well-Posedness of Boundary Value Problems (Q4385745) (← links)
• COMPARISON RESULTS FOR QUASILINEAR EQUATIONS IN ANNULAR DOMAINS AND APPLICATIONS1* (Q4532830) (← links)
• PORTFOLIO OPTIMIZATION UNDER A QUANTILE HEDGING CONSTRAINT (Q4555858) (← links)
• Solvability of the Nonlinear Dirichlet Problem with Integro-differential Operators (Q4602530) (← links)
• Adaptive Local Minimax Galerkin Methods for Variational Problems (Q4997359) (← links)
• Convergence of the natural<i>p</i>-means for the<i>p</i>-Laplacian (Q4999563) (← links)
• Implications of a regime-switching model on natural gas storage valuation and optimal operation (Q5190131) (← links)
• Mean field games under invariance conditions for the state space (Q5207793) (← links)
• Fully Adaptive Newton--Galerkin Methods for Semilinear Elliptic Partial Differential Equations (Q5264149) (← links)
• Comparison principle for the Cauchy problem for Hamilton-Jacobi equations with discontinuous data (Q5945665) (← links)
• Singularity formation and regularization at multiple times in the viscous Hamilton–Jacobi equation (Q6094856) (← links)
• A semi-Lagrangian \(\epsilon\)-monotone Fourier method for continuous withdrawal GMWBs under jump-diffusion with stochastic interest rate (Q6556883) (← links)
• A priori estimates and Liouville-type theorems for the semilinear parabolic equations involving the nonlinear gradient source (Q6658136) (← links)