Related papers: A stochastic differential game for the inhomogeneo…

In this paper we investigate two-player zero-sum stochastic differential games with an ergodic payoff, in which the diffusion coefficient does not need to be non-degenerate. We first establish the existence of a viscosity solution to the…

We prove that any nonnegative viscosity solution of the inequality $$(-\Delta_p)^s u(x) \geq u^{t} |\nabla u|^{m}\quad \text{ in }\; \mathbb{R}^N,\; N\geq 2,$$ must be constant. This result holds for parameters $p\in (1, \infty), s\in (0,…

We study the long-time behavior of the unique viscosity solution $u$ of the viscous Hamilton-Jacobi Equation $u_t-\Delta u + |Du|^m = f\hbox{in }\Omega\times (0,+\infty)$ with inhomogeneous Dirichlet boundary conditions, where $\Omega$ is a…

We prove comparison, uniqueness and existence results for viscosity solutions to a wide class of fully nonlinear second order partial differential equations $F(x, u, du, d^{2}u)=0$ defined on a finite-dimensional Riemannian manifold $M$.…

We study the fully nonlinear heat equation $b(\partial_tu)\partial_tu=\Delta u$ posed in a bounded domain with Dirichlet boundary conditions. Here $b(s)=b^-$ if $s<0$, $b(s)=b^+$ if $s>0$, $b^-\neq b^+$ being two positive constants. This…

We study the viscosity solutions to the first eigenvalue equation. We consider $\Omega$ a bounded B-regular domain in $\mathbb{C}^n$ and we prove that the Dirichlet problem $\Lambda_{1}(D_{\mathbb{C}}^2 u)=f$ in $\Omega$ and $u=\varphi$ on…

In this article, we prove the uniqueness of viscosity solutions to $\mathcal{L}_{\infty} u =f$ in $\Omega$, where $\mathcal{L}_{\infty}$ denotes the nonlocal infinity Laplace operator, $\Omega$ a bounded domain, and $f$ a continuous…

In this paper we prove a H\"older regularity estimate for viscosity solutions of inhomogeneous equations governed by the infinite Laplace operator relative to a frame of vector fields.

We show that value functions of a certain time-dependent control problem in $\Omega\times (0,T)$, with a continuous payoff $F$ on the parabolic boundary, converge uniformly to the viscosity solution of the parabolic dominative $p$-Laplace…

This paper aims to investigate a Harnack inequality for non-negative solutions of the normalized infinity Laplacian with nonlinear absorption and gradient terms. More specifically, we establish a Harnack inequality for non-negative…

In this article we consider a special type of degenerate elliptic partial differential equations of second order in convex domains that satisfy the interior sphere condition. We show that any positive viscosity solution $u$ of $-|\nabla…

In this paper we establish uniqueness in the inverse boundary value problem for the two coefficients in the inhomogeneous porous medium equation $\epsilon\partial_tu-\nabla\cdot(\gamma\nabla u^m)=0$, with $m>1$, in dimension 3 or higher,…

Suppose $M$ is a closed Riemannian manifold. For a $C^2$ generic (in the sense of Ma\~n\'e) Tonelli Hamiltonian $H: T^*M\rightarrow\mathbb{R}$, the minimal viscosity solution $u_\lambda^-:M\rightarrow \mathbb{R}$ of the negative discounted…

In this paper we first investigate zero-sum two-player stochastic differential games with reflection with the help of theory of Reflected Backward Stochastic Differential Equations (RBSDEs). We will establish the dynamic programming…

We propose a new finite difference approximation to the Dirichlet problem for the homogeneous $\mathbf{p}$-Laplace equation posed on an $N$-dimensional domain, in connection with the Tug of War games with noise. Our game and the related…

We study the partial differential equation max{Lu - f, H(Du)}=0 where u is the unknown function, L is a second-order elliptic operator, f is a given smooth function and H is a convex function. This is a model equation for…

In this article, we consider non-smooth time-dependent domains and single-valued, smoothly varying directions of reflection at the boundary. In this setting, we first prove existence and uniqueness of strong solutions to stochastic…

We propose a natural gradient term for a class of second-order partial differential equations of the form \begin{equation}\nonumber M(x,Du,D^2u)+g(u)N(x,Du, D^2u)+f(x,u)=0 \;\;\mbox{in}\;\; \Omega, \end{equation} where…

We study radial viscosity solutions to the equation \[ -\ |Du\ |^{q-2}\Delta_{p}^{N}u=f(\ |x\ |)\quad\text{in }B_{R}\subset\mathbb{R}^{N}, \] where $f\in C[0,R)$, $p,q\in(1,\infty)$ and $N\geq2$. Our main result is that $u(x)=v(\ |x\ |)$ is…

We establish the equivalence between weak and viscosity solutions for non-homogeneous $p(x)$-Laplace equations with a right-hand side term depending on the spatial variable, the unknown, and its gradient. We employ inf- and sup-convolution…