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The paper deals with a zero-sum differential game for a dynamical system which motion is described by a nonlinear delay differential equation under an initial condition defined by a piecewise continuous function. The corresponding Cauchy…
We consider the Cauchy problem for incompressible viscoelastic fluids in the whole space $\mathbb{R}^d$ ($d=2,3$). By introducing a new decomposition via Helmholtz's projections, we first provide an alternative proof on the existence of…
We consider the Cauchy problem for semilinear parabolic equation in divergence form with obstacle. We show that under natural conditions on the right-hand side of the eqution and mild conditions on the obstacle a unique continuous solution…
In this work we introduce a viscosity-based notion of solution for general approximation schemes associated with partial differential equations, such as dynamic programming principles~(DPPs). A key feature of our approach is that it…
We develop the complete free boundary analysis for solutions to classical obstacle problems related to nondegenerate nonlinear variational energies. The key tools are optimal $C^{1,1}$ regularity, which we review more generally for…
Balanced Viscosity solutions to rate-independent systems arise as limits of regularized rate-independent flows by adding a superlinear vanishing-viscosity dissipation. We address the main issue of proving the existence of such limits for…
In this paper, we show the existence and uniqueness of viscosity solution to the Cauchy-Dirichlet problem for a class of fully nonlinear parabolic equations. This extends recent results of Eyssidieux-Guedj-Zeriahi.
We consider high order approximations of the solution of the stochastic filtering problem, derive their pathwise representation in the spirit of the earlier work of Clark and Davis and prove their robustness property. In particular, we show…
In this paper we first prove a general representation theorem for generators of backward stochastic differential equations (BSDEs for short) by utilizing a localization method involved with stopping time tools and approximation techniques,…
We prove the existence and $C^{1,\alpha}$ regularity of solutions to nonlocal fully nonlinear elliptic double obstacle problems. We also obtain boundary regularity for these problems. The obstacles are assumed to be Lipschitz…
In this paper, we study the existence and uniqueness of solutions to a class of non-Lipschitz G-BSDEs and the corresponding stochastic recursive optimal control problem. More precisely, we suppose that the generator of G-BSDE is uniformly…
In the present article, we are interested in an initial boundary value problem for a coupled system of partial differential equations arising in martensitic phase transition theory of elastically deformable solid materials, e.g., steel.…
This work focuses on the nonhomogeneous nonlocal double phase problem \begin{align*} L_au(x)=f(x,u,D_s^p u, D_{a,t}^q u) \text{ in } \Omega, \end{align*} where $\Omega\subset\mathbb{R}^N$ is a bounded domain with Lipschitz boundary,…
It is known that Markovian forward-backward stochastic differential equations provide nonlinear Feynman-Kac representation formulae for semilinear parabolic PDEs. We show that non-Markovian forward-backward stochastic differential equations…
The aim of this work is to establish the well-posedness of fully nonlinear partial differential equations (PDE) posed on a star-shaped network, having nonlinear Kirchhoff's boundary condition at the vertex, and possibly degenerate. We…
In this paper, we prove the pointwise boundary differentiability for viscosity solutions of fully nonlinear elliptic equations. This generalizes the previous related results for linear equations. The geometrical conditions in this paper are…
We provide a representation formula for viscosity solutions to an elliptic Dirichlet problem involving Pucci's extremal operators. This is done through a dynamic programming principle derived from Denis, Hu and Peng (2010). The formula can…
We study the asymptotic behavior of solution of semi-linear PDEs. Neither periodicity nor ergodicity will be assumed. In return, we assume that the coefficients admit a limit in \`{C}esaro sense. In such a case, the averaged coefficients…
We present a novel method for solving a class of time-inconsistent optimal stopping problems by reducing them to a family of standard stochastic optimal control problems. In particular, we convert an optimal stopping problem with a…
We prove that the moduli of continuity of viscosity solutions to fully nonlinear parabolic partial differential equations are viscosity subsolutions of suitable parabolic equations of one space variable. As applications, we obtain sharp…