Neural networks-based backward scheme for fully nonlinear PDEs

SN Partial Differential Equations and Applications ◽

10.1007/s42985-020-00062-8 ◽

2021 ◽

Vol 2 (1) ◽

Author(s):

Huyên Pham ◽

Xavier Warin ◽

Maximilien Germain

Keyword(s):

Neural Networks ◽

Nonlinear Pdes ◽

Fully Nonlinear ◽

Fully Nonlinear Pdes

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Curvature Measures, Isoperimetric Type Inequalities and Fully Nonlinear PDEs

Lecture Notes in Mathematics - Fully Nonlinear PDEs in Real and Complex Geometry and Optics ◽

10.1007/978-3-319-00942-1_2 ◽

2013 ◽

pp. 47-94 ◽

Author(s):

Pengfei Guan

Keyword(s):

Nonlinear Pdes ◽

Fully Nonlinear ◽

Fully Nonlinear Pdes ◽

Curvature Measures

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Second Order Backward SDEs, Fully Nonlinear PDEs, and Applications in Finance

Proceedings of the International Congress of Mathematicians 2010 (ICM 2010) ◽

10.1142/9789814324359_0183 ◽

2011 ◽

Author(s):

Nizar Touzi

Keyword(s):

Second Order ◽

Nonlinear Pdes ◽

Fully Nonlinear ◽

Fully Nonlinear Pdes ◽

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Some new Liouville-type results for fully nonlinear PDEs on the Heisenberg group

Nonlinear Analysis ◽

10.1016/j.na.2020.112013 ◽

2020 ◽

Vol 200 ◽

pp. 112013 ◽

Author(s):

Alessandro Goffi

Keyword(s):

Heisenberg Group ◽

Nonlinear Pdes ◽

Liouville Type ◽

Fully Nonlinear ◽

Fully Nonlinear Pdes ◽

Liouville Type Results

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On existence and uniqueness of viscosity solutions for second order fully nonlinear PDEs with Caputo time fractional derivatives

Nonlinear Differential Equations and Applications NoDEA ◽

10.1007/s00030-018-0513-y ◽

2018 ◽

Vol 25 (3) ◽

Author(s):

Tokinaga Namba

Keyword(s):

Viscosity Solutions ◽

Existence And Uniqueness ◽

Fractional Derivatives ◽

Second Order ◽

Nonlinear Pdes ◽

Fully Nonlinear ◽

Fully Nonlinear Pdes

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Fully Nonlinear PDEs in Real and Complex Geometry and Optics

10.1007/978-3-319-00942-1 ◽

2014 ◽

Author(s):

Luca Capogna ◽

Pengfei Guan ◽

Cristian E. Gutiérrez ◽

Annamaria Montanari

Keyword(s):

Complex Geometry ◽

Nonlinear Pdes ◽

Fully Nonlinear ◽

Fully Nonlinear Pdes

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On a class of fully nonlinear PDEs from complex geometry

Recent Trends in Nonlinear Partial Differential Equations I - Contemporary Mathematics ◽

10.1090/conm/594/11796 ◽

2013 ◽

pp. 231-242 ◽

Author(s):

Ermanno Lanconelli ◽

Annamaria Montanari

Keyword(s):

Complex Geometry ◽

Nonlinear Pdes ◽

Fully Nonlinear ◽

Fully Nonlinear Pdes

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Uniqueness of viscosity solutions for monotone systems of fully nonlinear PDES under Dirichlet condition

Nonlinear Analysis ◽

10.1016/0362-546x(94)90172-4 ◽

1994 ◽

Vol 22 (4) ◽

pp. 519-532 ◽

Author(s):

Shigeaki Koike

Keyword(s):

Viscosity Solutions ◽

Dirichlet Condition ◽

Nonlinear Pdes ◽

Monotone Systems ◽

Fully Nonlinear ◽

Fully Nonlinear Pdes

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Feynman-Kac Representation of Fully Nonlinear PDEs and Applications

Acta Mathematica Vietnamica ◽

10.1007/s40306-015-0128-x ◽

2015 ◽

Vol 40 (2) ◽

pp. 255-269 ◽

Author(s):

Huyên Pham

Keyword(s):

Nonlinear Pdes ◽

Fully Nonlinear ◽

Fully Nonlinear Pdes

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Multi-dimensional BSDEs driven by G-Brownian motion and related system of fully nonlinear PDEs

Stochastics ◽

10.1080/17442508.2019.1650042 ◽

2019 ◽

Vol 92 (5) ◽

pp. 659-683 ◽

Author(s):

Guomin Liu

Keyword(s):

Brownian Motion ◽

Nonlinear Pdes ◽

Related System ◽

Fully Nonlinear ◽

Fully Nonlinear Pdes

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Discrete-time approximation of BSDEs and probabilistic schemes for fully nonlinear PDEs

Advanced Financial Modelling - Radon Series on Computational and Applied Mathematics ◽

10.1515/9783110213140.91 ◽

2009 ◽

Keyword(s):

Discrete Time ◽

Nonlinear Pdes ◽

Fully Nonlinear ◽

Time Approximation ◽

Fully Nonlinear Pdes ◽

Discrete Time Approximation

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