On L-viscosity solutions of parabolic bilateral obstacle problems with unbounded ingredients

2021 ◽  
Vol 296 ◽  
pp. 724-758
Author(s):  
Shota Tateyama
Author(s):  
Neil S. Trudinger

SynopsisIn this paper we prove interior and global Hölder estimates for Lipschitz viscosity solutions of second order, nonlinear, uniformly elliptic equations. The smoothness hypotheses on the operators are more general than previously considered for classical solutions, so that our estimates are also new in this case and readily extend to embrace obstacle problems. In particular Isaac's equations of stochastic differential game theory constitute a special case of our results, and moreover our techniques, in combination with recent existence theorems of Ishii, lead to existence theorems for continuously differentiable viscosity solutions of the uniformly elliptic Isaac's equation.


2015 ◽  
Vol 125 (12) ◽  
pp. 4601-4631 ◽  
Author(s):  
Paul Gassiat ◽  
Harald Oberhauser ◽  
Gonçalo dos Reis

2011 ◽  
Vol 60 (3) ◽  
pp. 895-936
Author(s):  
Pierre Cardaliaguet ◽  
Olivier Ley ◽  
Aurelien Monteillet

2020 ◽  
Vol 2020 (1) ◽  
Author(s):  
Limei Dai

AbstractIn this paper, we study the Monge–Ampère equations $\det D^{2}u=f$ det D 2 u = f in dimension two with f being a perturbation of $f_{0}$ f 0 at infinity. First, we obtain the necessary and sufficient conditions for the existence of radial solutions with prescribed asymptotic behavior at infinity to Monge–Ampère equations outside a unit ball. Then, using the Perron method, we get the existence of viscosity solutions with prescribed asymptotic behavior at infinity to Monge–Ampère equations outside a bounded domain.


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