Continuous Dependence Estimates for Viscosity Solutions of Fully Nonlinear Degenerate Parabolic Equations

67 citations recorded by the source corpus.

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

CONTINUOUS DEPENDENCE ESTIMATES FOR VISCOSITY SOLUTIONS OF INTEGRO-PDES (2005, methodology): “In particular, [33] and [34] contain results that are general enough to include the Bellman equation associated with optimal control of degenerate diffusion processes as well as the Isaacs equation of zero-sum two-player stochastic differential games.”
Viscosity Solutions for a System of Integro-PDEs and Connections to Optimal Switching and Control of Jump-Diffusion Processes (2010, background): “On the other hand, the viscosity solution approach to nonlocal equations is still under development and is currently an active research area, cf. for example [1, 2, 6, 7, 17, 29 , 30, 31, 38, 39].”
On the convergence rate of approximation schemes for Hamilton-Jacobi-Bellman equations (2002, result): “For a more detailed proof of a similar result, see [ 10 ].”
A “maximum principle for semicontinuous functions” applicable to integro-partial differential equations (2006, result): “Although we only discuss elliptic integro-PDEs, it is not hard to formulate “parabolic” versions of our main results (for example Theorem 4.8), see [ 26 ].”