Related papers: Perron's method for nonlocal fully nonlinear equat…
We use Perron's method to construct viscosity solutions of fully nonlinear degenerate parabolic pathwise (rough) partial differential equations. This provides an intrinsic method for proving the existence of solutions that relies only on a…
For scalar fully nonlinear partial differential equations depending on the Hessian andspatial coordinates, we present a general theory for obtaining comparison principles and well posedness for the associated Dirichlet problem with…
In this survey we prove H\"older regularity results for viscosity solutions of fully nonlinear nonlocal uniformly elliptic second order differential equations with local gradient terms. This extends the nonlocal counterpart of the work of…
In this paper, we study some properties of viscosity sub/super-solutions of a class of fully nonlinear elliptic equations relative to the eigenvalues of the complex Hessian. We show that every viscosity subsolution is approximated by a…
We introduce a new definition of viscosity solution to path-dependent partial differential equations, which is a slight modification of the definition introduced in [8]. With the new definition, we prove the two important results till now…
This paper is concerned with H\"older regularity of viscosity solutions of second-order, fully non-linear elliptic integro-differential equations. Our results rely on two key ingredients: first we assume that, at each point of the domain,…
This paper proves the existence of viscosity solutions of path dependent semilinear PDEs via Perron's method, i.e. via showing that the supremum of viscosity subsolutions is a viscosity solution. We use the notion of viscosity solutions…
We extend the theory of viscosity solutions to treat scalar-valued doubly-nonlinear evolution equations. Such equations arise naturally in many mechanical models including a dry friction. After providing a suitable definition for…
We treat the exterior Dirichlet problem for a class of fully nonlinear elliptic equations of the form $$f(\lambda(D^2u))=g(x),$$ with prescribed asymptotic behavior at infinity. The equations of this type had been studied extensively by…
We prove the existence of a unique viscosity solution to certain systems of fully nonlinear parabolic partial differential equations with interconnected obstacles in the setting of Neumann boundary conditions. The method of proof builds on…
We study the Dirichlet problem for non-homogeneous equations involving the fractional $p$-Laplacian. We apply Perron's method and prove Wiener's resolutivity theorem.
This paper introduces a convenient solution space for the uniformly elliptic fully nonlinear path dependent PDEs. It provides a wellposedness result under standard Lipschitz-type assumptions on the nonlinearity and an additional assumption…
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…
This paper proves H\"older continuity of viscosity solutions to certain nonlocal parabolic equations that involve a generalized fractional time derivative of Marchaud or Caputo type. As a necessary and preliminary result, this paper first…
We consider viscosity solutions to non-homogeneous degenerate and singular parabolic equations of the $p$-Laplacian type and in non-divergence form. We provide local H\"older and Lipschitz estimates for the solutions. In the degenerate…
We study viscosity solutions to a system of nonlinear degenerate parabolic partial integro-differential equations with interconnected obstacles. This type of problem occurs in the context of optimal switching problems when the dynamics of…
We show that any viscosity solution to a general fully nonlinear nonlocal elliptic equation can be approximated by smooth ($C^\infty$) solutions.
In this article, we are interested in semilinear, possibly degenerate elliptic equations posed on a general network, with nonlinear Kirchhoff-type conditions for its interior vertices and Dirichlet boundary conditions for the boundary ones.…
In our previous paper [Ekren, Touzi and Zhang (2015)], we introduced a notion of viscosity solutions for fully nonlinear path-dependent PDEs, extending the semilinear case of Ekren et al. [Ann. Probab. 42 (2014) 204-236], which satisfies a…
In the present paper, we propose the investigation of variable-exponent, degenerate/singular elliptic equations in non-divergence form. This current endeavor parallels the by now well established theory of functionals satisfying nonstandard…