Viscosity solution

Known as: Viscosity solutions 
In mathematics, the viscosity solution concept was introduced in the early 1980s by Pierre-Louis Lions and Michael G. Crandall as a generalization of… (More)
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Highly Cited
2011
Highly Cited
2011
We prove a weak version of the dynamic programming principle for standard stochastic control problems and mixed control-stopping… (More)
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Highly Cited
2010
Highly Cited
2010
When considering classical solutions of boundary value problems for nonlinear first-order scalar partial differential equations… (More)
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Highly Cited
2008
Highly Cited
2008
The aim of this work is to revisit viscosity solutions’ theory for second-order elliptic integro-differential equations and to… (More)
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Highly Cited
2007
Highly Cited
2007
We construct a theory for maximal viscosity solutions of the Cauchy problem for the modiied porous medium equation u t + ju t j… (More)
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2005
2005
We investigate a model of hybrid control system in which both discrete and continuous controls are involved. In this general… (More)
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Highly Cited
2004
Highly Cited
2004
We prove that viscosity solutions in W 1'~176 of the second order, fully nonlinear, equation F(D2u, Du, u) = 0 are unique when (i… (More)
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Highly Cited
1998
Highly Cited
1998
  • Huy En Pham
  • 1998
This paper concerns the optimal stopping time problem in a nite horizon of a controlled jump diiusion process. We prove that the… (More)
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Highly Cited
1994
Highly Cited
1994
semantics form the bridge between the predictate transformation semantics and operational semantics. Hesselink, however, uses an… (More)
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Highly Cited
1992
Highly Cited
1992
The notion of viscosity solutions of scalar fully nonlinear partial differential equations of second order provides a framework… (More)
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Highly Cited
1989
Highly Cited
1989
where Vu is the (spatial) gradiant of u. Here VM/|VW| is a unit normal to a level surface of u, so div(Vw/|Vw|) is its mean… (More)
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