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Comparison principle for unbounded viscosity solutions of degenerate elliptic PDEs with gradient superlinear terms [PDF]
International audienceWe are concerned with fully nonlinear possibly degenerate elliptic partial differential equations (PDEs) with superlinear terms with respect to $Du$.
Olivier Ley, Shigeaki Koike
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BSDE's and viscosity solutions of semilinear pde's
Stochastics and Stochastic Reports, 1998In this paper, we study the existence and uniqueness of solutions of systems of semilinear PDE's by a probabilistic method based upon the nonlinear Feynman-Kac formula, introduced by E. Pardoux and S. Peng in [13]. Our contribution to this topic is to weaken the Lipschitz assumption on the coefficients of the linear part of the operator, assuming ...
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The perturbed test function method for viscosity solutions of nonlinear PDE
Proceedings of the Royal Society of Edinburgh: Section A Mathematics, 1989SynopsisThe method of viscosity solutions for nonlinear partial differential equations (PDEs) justifies passages to limits by in effect using the maximum principle to convert to the corresponding limit problem for smooth test functions. We describe in this paper a “perturbed test function” device, which entails various modifications of the test ...
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Hölder and Lipschitz Estimates for Viscosity Solutions of Some Degenerate Elliptic PDE’s
2009We report here on some recent results, obtained in collaboration with F. Leoni and A. Porretta [7] concerning Holder and Lipschitz regularity and the solvability of the Dirichlet problem for degenerate quasilinear elliptic equations of the form $$ - Tr(A(x)D^2 u) + |Du|^p + \lambda u = f(x),x \in \Omega . $$ The research presented here is partly
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Classical, viscosity and average solutions to PDE's with nonnegative characteristic form
2004A new notion of solution to linear second order equations with non-negative characteristic form is introduced and compared with the classical and viscosity ones.
C. E. Gutierrez, LANCONELLI, ERMANNO
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Comparison of Viscosity Solutions of Fully Nonlinear Degenerate Parabolic Path-Dependent PDEs
SIAM Journal on Mathematical Analysis, 2017Jianfeng Zhang, Zhenjie Ren
exaly
Viscosity solutions of fully nonlinear parabolic path dependent PDEs: Part II
Annals of Probability, 2016Ibrahim Ekren, Jianfeng Zhang
exaly

