-
1
-
-
0030351484
-
Viscosity solutions of nonlinear integro-differential equations
-
O. Alvarez A. Tourin Viscosity solutions of nonlinear integro-differential equations Ann. Inst. H. Poincaré Anal. Non Linéaire 13 3 1996 293-317
-
(1996)
Ann. Inst. H. Poincaré Anal. Non Linéaire
, vol.13
, Issue.3
, pp. 293-317
-
-
Alvarez, O.1
Tourin, A.2
-
2
-
-
14244265454
-
Nonlinear integro-differential evolution problems arising in option pricing: A viscosity solutions approach
-
A.L. Amadori Nonlinear integro-differential evolution problems arising in option pricing: A viscosity solutions approach Differential Integral Equations 16 7 2003 787-811
-
(2003)
Differential Integral Equations
, vol.16
, Issue.7
, pp. 787-811
-
-
Amadori, A.L.1
-
3
-
-
0001577905
-
Uniqueness and regularity results for first-order Hamilton-Jacobi equations
-
G. Barles Uniqueness and regularity results for first-order Hamilton-Jacobi equations Indiana Univ. Math. J. 39 2 1990 443-466
-
(1990)
Indiana Univ. Math. J.
, vol.39
, Issue.2
, pp. 443-466
-
-
Barles, G.1
-
4
-
-
0001530170
-
Discontinuous solutions of deterministic optimal stopping time problems
-
G. Barles B. Perthame Discontinuous solutions of deterministic optimal stopping time problems RAIRO Modél. Math. Anal. Numér. 21 4 1987 557-579
-
(1987)
RAIRO Modél. Math. Anal. Numér.
, vol.21
, Issue.4
, pp. 557-579
-
-
Barles, G.1
Perthame, B.2
-
5
-
-
0003184220
-
Comparison principle for Dirichlet-type Hamilton-Jacobi equations and singular perturbations of degenerated elliptic equations
-
G. Barles B. Perthame Comparison principle for Dirichlet-type Hamilton-Jacobi equations and singular perturbations of degenerated elliptic equations Appl. Math. Optim. 21 1 1990 21-44
-
(1990)
Appl. Math. Optim.
, vol.21
, Issue.1
, pp. 21-44
-
-
Barles, G.1
Perthame, B.2
-
6
-
-
0002508109
-
Backward stochastic differential equations and integral-partial differential equations
-
G. Barles R. Buckdahn E. Pardoux Backward stochastic differential equations and integral-partial differential equations Stochastics Stochastics Rep. 60 1-2 1997 57-83
-
(1997)
Stochastics Stochastics Rep.
, vol.60
, Issue.1-2
, pp. 57-83
-
-
Barles, G.1
Buckdahn, R.2
Pardoux, E.3
-
7
-
-
2942747037
-
Optimal portfolio management rules in a non-Gaussian market with durability and intertemporal substitution
-
F.E. Benth K.H. Karlsen K. Reikvam Optimal portfolio management rules in a non-Gaussian market with durability and intertemporal substitution Finance Stochastics 5 4 2001 447-467
-
(2001)
Finance Stochastics
, vol.5
, Issue.4
, pp. 447-467
-
-
Benth, F.E.1
Karlsen, K.H.2
Reikvam, K.3
-
8
-
-
14244254946
-
Optimal portfolio selection with consumption and nonlinear integro-differential equations with gradient constraint: A viscosity solution approach
-
F.E. Benth K.H. Karlsen K. Reikvam Optimal portfolio selection with consumption and nonlinear integro-differential equations with gradient constraint: A viscosity solution approach Finance Stochastics 5 3 2001 275-303
-
(2001)
Finance Stochastics
, vol.5
, Issue.3
, pp. 275-303
-
-
Benth, F.E.1
Karlsen, K.H.2
Reikvam, K.3
-
9
-
-
14244259861
-
Portfolio optimization in a Lévy market with intertemporal substitution and transaction costs
-
F.E. Benth K.H. Karlsen K. Reikvam Portfolio optimization in a Lévy market with intertemporal substitution and transaction costs Stochastics Stochastics Rep. 74 3-4 2002 517-569
-
(2002)
Stochastics Stochastics Rep.
, vol.74
, Issue.3-4
, pp. 517-569
-
-
Benth, F.E.1
Karlsen, K.H.2
Reikvam, K.3
-
11
-
-
0037185495
-
Diamond patterns in the cellular front of an overdriven detonation
-
P. Clavin Diamond patterns in the cellular front of an overdriven detonation Phys. Rev. Lett. 88 2002
-
(2002)
Phys. Rev. Lett.
, vol.88
-
-
Clavin, P.1
-
12
-
-
84967708673
-
User's guide to viscosity solutions of second order partial differential equations
-
M.G. Crandall H. Ishii P.-L. Lions User's guide to viscosity solutions of second order partial differential equations Bull. Amer. Math. Soc. (N.S.) 27 1 1992 1-67
-
(1992)
Bull. Amer. Math. Soc. (N.S.)
, vol.27
, Issue.1
, pp. 1-67
-
-
Crandall, M.G.1
Ishii, H.2
Lions, P.-L.3
-
13
-
-
84967758647
-
Viscosity solutions of Hamilton-Jacobi equations
-
M.G. Crandall P.-L. Lions Viscosity solutions of Hamilton-Jacobi equations Trans. Amer. Math. Soc. 277 1 1983 1-42
-
(1983)
Trans. Amer. Math. Soc.
, vol.277
, Issue.1
, pp. 1-42
-
-
Crandall, M.G.1
Lions, P.-L.2
-
14
-
-
0141648426
-
Global solution and smoothing effect for a non-local regularization of a hyperbolic equation
-
J. Droniou T. Gallouet J. Vovelle Global solution and smoothing effect for a non-local regularization of a hyperbolic equation J. Evol. Equation 3 3 2003 499-521
-
(2003)
J. Evol. Equation
, vol.3
, Issue.3
, pp. 499-521
-
-
Droniou, J.1
Gallouet, T.2
Vovelle, J.3
-
15
-
-
3042554248
-
Vanishing non-local regularization of a scalar conservation law
-
(electronic)
-
J. Droniou, Vanishing non-local regularization of a scalar conservation law, Electron. J. Differential Equations (2003) 117, 20pp. (electronic).
-
(2003)
Electron. J. Differential Equations
, vol.117
, pp. 20
-
-
Droniou, J.1
-
16
-
-
84910475013
-
Nonlinear partial differential equations - Probabilistic and game theoretic methods
-
(C.I.M.E., IV Ciclo, Varenna, 1970) Edizioni Cremonese Rome
-
W.H. Fleming Nonlinear partial differential equations - probabilistic and game theoretic methods in: Problems in Non-Linear Analysis (C.I.M.E., IV Ciclo, Varenna, 1970) 1971 Edizioni Cremonese Rome pp 95-128
-
(1971)
Problems in Non-Linear Analysis
, pp. 95-128
-
-
Fleming, W.H.1
-
17
-
-
84972551029
-
Uniqueness for the Cauchy problem for degenerate parabolic equations
-
A. Friedman Uniqueness for the Cauchy problem for degenerate parabolic equations Pacific J. Math. 46 1973 131-147
-
(1973)
Pacific J. Math.
, vol.46
, pp. 131-147
-
-
Friedman, A.1
-
18
-
-
0000102848
-
Uniqueness of unbounded viscosity solution of Hamilton-Jacobi equations
-
H. Ishii Uniqueness of unbounded viscosity solution of Hamilton-Jacobi equations Indiana Univ. Math. J. 33 5 1984 721-748
-
(1984)
Indiana Univ. Math. J.
, vol.33
, Issue.5
, pp. 721-748
-
-
Ishii, H.1
-
19
-
-
33747490775
-
Continuous dependence estimates for viscosity solutions of integro-pdes
-
preprint
-
E.R. Jakobsen, K.H. Karlsen, Continuous dependence estimates for viscosity solutions of integro-pdes, preprint
-
-
-
Jakobsen, E.R.1
Karlsen, K.H.2
-
20
-
-
14244260794
-
A "maximum principle for semicontinuous functions" applicable to integro-partial differential equations
-
preprint
-
E.R. Jakobsen, K.H. Karlsen, A "maximum principle for semicontinuous functions" applicable to integro-partial differential equations, preprint
-
-
-
Jakobsen, E.R.1
Karlsen, K.H.2
-
21
-
-
0003292086
-
Generalized solutions of Hamilton-Jacobi equations
-
Boston, MA: Pitman (Advanced Publishing Program)
-
P.-L. Lions Generalized solutions of Hamilton-Jacobi equations, Research Notes in Mathematics, Vol. 69 1982 Pitman (Advanced Publishing Program) Boston, MA
-
(1982)
Research Notes in Mathematics
, vol.69
-
-
Lions, P.-L.1
-
22
-
-
0011991991
-
Équations d'Hamilton-Jacobi du premier ordre avec termes intégro-différentiels. I. Unicité des solutions de viscosité, II. Existence de solutions de viscosité
-
A. Sayah Équations d'Hamilton-Jacobi du premier ordre avec termes intégro-différentiels. I. Unicité des solutions de viscosité, II. Existence de solutions de viscosité Comm. Partial Differential Equations 16 6-7 1991 1057-1093
-
(1991)
Comm. Partial Differential Equations
, vol.16
, Issue.6-7
, pp. 1057-1093
-
-
Sayah, A.1
-
23
-
-
46549099599
-
Existence of viscosity solutions of Hamilton-Jacobi equations
-
P.E. Souganidis Existence of viscosity solutions of Hamilton-Jacobi equations J. Differential Equations 56 3 1985 345-390
-
(1985)
J. Differential Equations
, vol.56
, Issue.3
, pp. 345-390
-
-
Souganidis, P.E.1
-
24
-
-
0011699926
-
Lévy processes in the physical sciences
-
Birkhäuser, Boston Boston, MA
-
W.A. Woyczyński Lévy processes in the physical sciences in: Lévy Processes 2001 Birkhäuser, Boston Boston, MA pp 241-266
-
(2001)
Lévy Processes
, pp. 241-266
-
-
Woyczyński, W.A.1
|